+153.5%
QQQM vs ES
-3.6%
+157.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +0.2% | -2.0% | +2.2% | +0.5% |
| 3M | -2.8% | +1.7% | -4.5% | -3.2% |
| 6M | +18.1% | -3.5% | +21.6% | +18.5% |
| YTD | +17.4% | +7.9% | +9.5% | +15.4% |
| 1Y | +25.7% | +17.2% | +8.5% | +21.1% |
| 3Y | +94.1% | +29.3% | +64.8% | +80.6% |
| 5Y | +94.9% | -5.7% | +100.6% | +98.0% |
| All | +153.5% | -3.6% | +157.1% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling