+153.5%
QQQM vs NET
+405.3%
-251.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.6% |
| 7D | +0.4% | -7.0% | +7.3% | +1.7% |
| 30D | +0.2% | -4.8% | +5.0% | +0.9% |
| 3M | -2.8% | +3.8% | -6.6% | -4.1% |
| 6M | +18.1% | +50.0% | -32.0% | +5.8% |
| YTD | +17.4% | +41.5% | -24.1% | +5.6% |
| 1Y | +25.7% | +32.8% | -7.2% | +14.0% |
| 3Y | +94.1% | +335.9% | -241.8% | +32.1% |
| 5Y | +94.9% | +113.8% | -19.0% | +34.1% |
| All | +153.5% | +405.3% | -251.8% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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