+152.0%
QQQM vs NTRS
+163.4%
-11.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -0.6% | +1.4% | -1.9% | -1.0% |
| 30D | -1.2% | -0.7% | -0.6% | -1.0% |
| 3M | -0.1% | +11.3% | -11.4% | -3.9% |
| 6M | +18.0% | +35.5% | -17.6% | +5.7% |
| YTD | +16.7% | +40.6% | -23.9% | +3.0% |
| 1Y | +23.0% | +49.2% | -26.2% | +6.2% |
| 3Y | +93.3% | +167.2% | -73.9% | +34.8% |
| 5Y | +96.3% | +94.9% | +1.3% | +49.5% |
| All | +152.0% | +163.4% | -11.3% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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