+152.5%
QQQM vs NOC
+80.7%
+71.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +1.0% | -1.6% | +2.6% | +1.0% |
| 30D | -0.6% | -10.4% | +9.7% | -0.4% |
| 3M | +1.3% | -5.6% | +6.9% | +1.4% |
| 6M | +18.2% | -30.4% | +48.6% | +19.8% |
| YTD | +16.9% | -8.5% | +25.4% | +17.0% |
| 1Y | +24.0% | -8.3% | +32.4% | +24.1% |
| 3Y | +96.0% | +28.2% | +67.8% | +90.6% |
| 5Y | +95.2% | +56.7% | +38.5% | +89.1% |
| All | +152.5% | +80.7% | +71.9% | +144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling