+93.3%
QQQM vs QS
-24.6%
+117.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.3% |
| 3M | -0.1% | -27.0% | +26.9% | +2.1% |
| 6M | +18.0% | -24.6% | +42.5% | +20.0% |
| YTD | +16.7% | -49.3% | +66.0% | +21.6% |
| 1Y | +23.0% | -40.3% | +63.4% | +25.6% |
| 3Y | +93.3% | -23.8% | +117.1% | +85.1% |
| All | +93.3% | -24.6% | +117.9% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling