+152.0%
QQQM vs NYT
+65.6%
+86.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | -1.2% | +4.6% | -5.8% | -2.3% |
| 3M | -0.1% | -9.6% | +9.5% | +1.7% |
| 6M | +18.0% | -14.0% | +32.0% | +21.3% |
| YTD | +16.7% | -2.8% | +19.5% | +15.7% |
| 1Y | +23.0% | +15.6% | +7.5% | +15.9% |
| 3Y | +93.3% | +56.3% | +37.0% | +63.4% |
| 5Y | +96.3% | +39.5% | +56.8% | +60.9% |
| All | +152.0% | +65.6% | +86.5% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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