+149.8%
QQQM vs ES
-6.4%
+156.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -1.3% | -3.5% | +2.2% | -0.7% |
| 30D | -1.4% | -3.0% | +1.6% | -0.9% |
| 3M | +2.2% | -0.3% | +2.4% | +2.0% |
| 6M | +16.9% | -5.2% | +22.1% | +17.5% |
| YTD | +15.7% | +4.8% | +10.9% | +14.2% |
| 1Y | +22.7% | +12.7% | +10.0% | +19.0% |
| 3Y | +93.9% | +27.5% | +66.4% | +80.4% |
| 5Y | +94.6% | -4.7% | +99.2% | +97.0% |
| All | +149.8% | -6.4% | +156.2% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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