+152.0%
QQQM vs EWZ
+100.5%
+51.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.2% |
| 7D | -0.6% | +0.9% | -1.4% | -0.8% |
| 30D | -1.2% | +12.8% | -14.0% | -4.7% |
| 3M | -0.1% | +10.8% | -10.9% | -3.2% |
| 6M | +18.0% | +2.5% | +15.4% | +16.7% |
| YTD | +16.7% | +21.4% | -4.7% | +9.8% |
| 1Y | +23.0% | +32.8% | -9.7% | +12.6% |
| 3Y | +93.3% | +45.2% | +48.1% | +70.6% |
| 5Y | +96.3% | +63.0% | +33.3% | +65.9% |
| All | +152.0% | +100.5% | +51.5% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling