+152.0%
QQQM vs QS
-66.8%
+218.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | -0.6% | -3.6% | +3.1% | -0.3% |
| 30D | -1.2% | -17.2% | +16.0% | +0.4% |
| 3M | -0.1% | -27.0% | +26.9% | +2.2% |
| 6M | +18.0% | -24.6% | +42.5% | +20.0% |
| YTD | +16.7% | -49.3% | +66.0% | +22.2% |
| 1Y | +23.0% | -40.3% | +63.4% | +25.6% |
| 3Y | +93.3% | -23.8% | +117.1% | +82.2% |
| 5Y | +96.3% | -75.0% | +171.2% | +90.5% |
| All | +152.0% | -66.8% | +218.8% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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