+149.8%
QQQM vs COST
+160.3%
-10.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.3% | -2.5% | +1.2% | 0.0% |
| 30D | -1.4% | -4.4% | +3.1% | +0.7% |
| 3M | +2.2% | -8.1% | +10.3% | +5.9% |
| 6M | +16.9% | -9.2% | +26.1% | +21.2% |
| YTD | +15.7% | +5.1% | +10.6% | +10.0% |
| 1Y | +22.7% | -5.1% | +27.8% | +23.2% |
| 3Y | +93.9% | +70.4% | +23.6% | +33.4% |
| 5Y | +94.6% | +104.7% | -10.2% | +18.6% |
| All | +149.8% | +160.3% | -10.4% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling