+153.2%
QQQM vs EW
+3.2%
+150.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.9% |
| 7D | +1.5% | -4.4% | +5.9% | +2.8% |
| 30D | -0.7% | -3.3% | +2.7% | +0.2% |
| 3M | +0.4% | +1.0% | -0.6% | -0.2% |
| 6M | +20.1% | +6.2% | +13.8% | +17.3% |
| YTD | +17.2% | +1.7% | +15.5% | +15.9% |
| 1Y | +24.7% | +8.1% | +16.6% | +20.8% |
| 3Y | +96.6% | +17.1% | +79.5% | +76.0% |
| 5Y | +95.0% | -29.4% | +124.4% | +107.1% |
| All | +153.2% | +3.2% | +150.0% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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