+152.5%
QQQM vs NDAQ
+141.0%
+11.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +1.0% | -1.6% | +2.6% | +1.7% |
| 30D | -0.6% | -1.5% | +0.8% | 0.0% |
| 3M | +1.3% | +8.0% | -6.7% | -3.1% |
| 6M | +18.2% | +7.7% | +10.5% | +12.6% |
| YTD | +16.9% | -2.3% | +19.3% | +16.6% |
| 1Y | +24.0% | +0.6% | +23.5% | +21.3% |
| 3Y | +96.0% | +90.9% | +5.1% | +31.9% |
| 5Y | +95.2% | +52.5% | +42.7% | +44.4% |
| All | +152.5% | +141.0% | +11.5% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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