+140.0%
QQQM vs D
+7.1%
+132.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +3.6% | -1.4% | +5.0% | +3.7% |
| 30D | -6.7% | +7.7% | -14.5% | -7.4% |
| 3M | -7.0% | -0.3% | -6.7% | -7.0% |
| 6M | -4.6% | +10.1% | -14.7% | -5.8% |
| YTD | +11.1% | +19.1% | -8.0% | +8.5% |
| 1Y | +12.3% | +15.9% | -3.6% | +10.0% |
| 3Y | +83.6% | +75.0% | +8.6% | +65.4% |
| 5Y | +78.1% | +13.4% | +64.7% | +79.9% |
| All | +140.0% | +7.1% | +132.9% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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