+152.0%
QQQM vs COST
+161.0%
-8.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.6% | -1.2% | +0.6% | 0.0% |
| 30D | -1.2% | -4.7% | +3.5% | +1.0% |
| 3M | -0.1% | -7.1% | +7.0% | +3.0% |
| 6M | +18.0% | -8.5% | +26.5% | +21.8% |
| YTD | +16.7% | +5.4% | +11.3% | +10.9% |
| 1Y | +23.0% | -5.6% | +28.7% | +24.1% |
| 3Y | +93.3% | +68.5% | +24.9% | +33.9% |
| 5Y | +96.3% | +105.2% | -9.0% | +19.5% |
| All | +152.0% | +161.0% | -8.9% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling