+140.0%
QQQM vs ES
-1.5%
+141.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +3.6% | +2.7% | +0.9% | +3.2% |
| 30D | -6.7% | +7.6% | -14.3% | -7.7% |
| 3M | -7.0% | +0.5% | -7.5% | -7.1% |
| 6M | -4.6% | +7.6% | -12.2% | -6.0% |
| YTD | +11.1% | +10.2% | +0.9% | +8.8% |
| 1Y | +12.3% | +1.8% | +10.5% | +11.3% |
| 3Y | +83.6% | +55.4% | +28.3% | +62.9% |
| 5Y | +78.1% | +7.3% | +70.8% | +76.7% |
| All | +140.0% | -1.5% | +141.5% | +143.8% |
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