+4.5%
QQQM vs NRG
-51.3%
+55.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.2% | -3.1% | -5.9% |
| 7D | -9.4% | -17.0% | +7.6% | -7.4% |
| 30D | -14.7% | -21.9% | +7.2% | -12.2% |
| 3M | -9.6% | -32.9% | +23.4% | -5.1% |
| 6M | -4.7% | -48.4% | +43.7% | +2.9% |
| YTD | +5.9% | -48.7% | +54.6% | +13.3% |
| 1Y | +4.5% | -52.8% | +57.3% | +13.5% |
| All | +4.5% | -51.3% | +55.8% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling