+149.8%
QQQM vs EWZ
+102.5%
+47.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.5% |
| 7D | -1.3% | +1.1% | -2.4% | -1.6% |
| 30D | -1.4% | +13.5% | -14.8% | -5.0% |
| 3M | +2.2% | +15.2% | -13.1% | -2.1% |
| 6M | +16.9% | +3.7% | +13.2% | +15.3% |
| YTD | +15.7% | +22.5% | -6.9% | +8.6% |
| 1Y | +22.7% | +35.3% | -12.6% | +11.7% |
| 3Y | +93.9% | +50.2% | +43.7% | +69.6% |
| 5Y | +94.6% | +64.6% | +30.0% | +64.0% |
| All | +149.8% | +102.5% | +47.4% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling