+93.3%
QQQM vs EQX
+168.9%
-75.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.7% |
| 7D | -0.6% | -3.2% | +2.6% | -0.3% |
| 30D | -1.2% | +7.8% | -9.0% | -2.0% |
| 3M | -0.1% | +21.3% | -21.4% | -2.1% |
| 6M | +18.0% | -22.4% | +40.4% | +19.0% |
| YTD | +16.7% | -11.3% | +28.0% | +16.3% |
| 1Y | +23.0% | +13.5% | +9.5% | +20.2% |
| 3Y | +93.3% | +162.1% | -68.8% | +77.2% |
| All | +93.3% | +168.9% | -75.6% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling