+25.7%
QQQM vs EWZ
+36.3%
-10.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.4% | +6.5% | -6.1% | -1.7% |
| 30D | +0.2% | +4.8% | -4.6% | -1.3% |
| 3M | -2.8% | +9.9% | -12.7% | -5.9% |
| 6M | +18.1% | +1.9% | +16.1% | +16.5% |
| YTD | +17.4% | +20.3% | -2.9% | +10.8% |
| 1Y | +25.7% | +35.6% | -10.0% | +11.4% |
| All | +25.7% | +36.3% | -10.7% | +11.4% |
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