+152.0%
QQQM vs DVA
+105.9%
+46.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.6% | -1.3% | +0.8% | -0.5% |
| 30D | -1.2% | 0.0% | -1.2% | -1.2% |
| 3M | -0.1% | -10.9% | +10.8% | +0.6% |
| 6M | +18.0% | +17.3% | +0.7% | +15.4% |
| YTD | +16.7% | +59.8% | -43.1% | +10.2% |
| 1Y | +23.0% | +36.3% | -13.2% | +18.3% |
| 3Y | +93.3% | +88.6% | +4.7% | +76.6% |
| 5Y | +96.3% | +47.5% | +48.7% | +80.9% |
| All | +152.0% | +105.9% | +46.1% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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