+152.0%
QQQM vs NSC
+66.6%
+85.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -0.6% | -2.8% | +2.2% | +0.4% |
| 30D | -1.2% | -4.5% | +3.3% | +0.3% |
| 3M | -0.1% | +3.5% | -3.6% | -1.6% |
| 6M | +18.0% | +8.5% | +9.4% | +13.7% |
| YTD | +16.7% | +12.3% | +4.3% | +10.9% |
| 1Y | +23.0% | +18.9% | +4.1% | +14.3% |
| 3Y | +93.3% | +74.1% | +19.2% | +50.8% |
| 5Y | +96.3% | +43.9% | +52.4% | +66.1% |
| All | +152.0% | +66.6% | +85.5% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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