+119.3%
QQQM vs PATH
-78.6%
+197.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.7% | +1.2% |
| 7D | +1.5% | -22.8% | +24.3% | +5.7% |
| 30D | -0.7% | -6.9% | +6.3% | 0.0% |
| 3M | +0.4% | +25.4% | -25.0% | -4.6% |
| 6M | +20.1% | +18.1% | +1.9% | +14.3% |
| YTD | +17.2% | -14.5% | +31.8% | +17.7% |
| 1Y | +24.7% | +18.7% | +6.0% | +15.0% |
| 3Y | +96.6% | -24.2% | +120.7% | +87.3% |
| 5Y | +95.0% | -75.2% | +170.2% | +95.8% |
| All | +119.3% | -78.6% | +197.9% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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