+12.3%
QQQM vs EWZ
+7.8%
+4.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.7% |
| 7D | -4.6% | -4.1% | -0.5% | -4.0% |
| 30D | -8.5% | -25.0% | +16.5% | -4.7% |
| 3M | -4.3% | -10.6% | +6.3% | -5.3% |
| 6M | +3.1% | -16.6% | +19.7% | +3.9% |
| YTD | +13.1% | +2.5% | +10.6% | +9.0% |
| 1Y | +12.3% | +8.1% | +4.2% | +3.2% |
| All | +12.3% | +7.8% | +4.5% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling