+93.3%
QQQM vs NOC
+28.9%
+64.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.6% | +0.8% | -1.3% | -0.5% |
| 30D | -1.2% | -9.7% | +8.5% | -1.7% |
| 3M | -0.1% | -5.6% | +5.5% | -0.3% |
| 6M | +18.0% | -28.6% | +46.5% | +16.8% |
| YTD | +16.7% | -7.9% | +24.6% | +16.5% |
| 1Y | +23.0% | -9.5% | +32.6% | +22.9% |
| 3Y | +93.3% | +28.4% | +65.0% | +94.9% |
| All | +93.3% | +28.9% | +64.5% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 3y: compounded portfolio wealth divided by compounded NOC 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…
3y analysis · Full analysis span regression · 6 months rolling