+152.0%
QQQM vs EFX
+8.6%
+143.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.6% | -4.5% | +4.0% | +0.8% |
| 30D | -1.2% | -6.1% | +4.9% | +0.4% |
| 3M | -0.1% | +6.2% | -6.3% | -3.3% |
| 6M | +18.0% | -11.2% | +29.2% | +20.4% |
| YTD | +16.7% | -21.4% | +38.1% | +23.3% |
| 1Y | +23.0% | -34.3% | +57.4% | +38.3% |
| 3Y | +93.3% | -12.5% | +105.9% | +86.5% |
| 5Y | +96.3% | -35.6% | +131.8% | +101.3% |
| All | +152.0% | +8.6% | +143.5% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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