+94.6%
QQQM vs D
+3.9%
+90.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -1.3% | -1.6% | +0.4% | -1.1% |
| 30D | -1.4% | -3.5% | +2.2% | -1.0% |
| 3M | +2.2% | -1.6% | +3.8% | +2.3% |
| 6M | +16.9% | +5.8% | +11.1% | +15.9% |
| YTD | +15.7% | +14.5% | +1.2% | +13.4% |
| 1Y | +22.7% | +14.2% | +8.5% | +20.2% |
| 3Y | +93.9% | +59.0% | +34.9% | +76.7% |
| 5Y | +94.6% | +5.4% | +89.2% | +101.6% |
| All | +94.6% | +3.9% | +90.7% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling