+96.4%
QQQM vs QS
-74.9%
+171.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | -0.6% | -3.6% | +3.1% | -0.1% |
| 30D | -1.2% | -17.2% | +16.0% | +1.0% |
| 3M | -0.1% | -27.0% | +26.9% | +3.2% |
| 6M | +18.0% | -24.6% | +42.5% | +20.8% |
| YTD | +16.7% | -49.3% | +66.0% | +24.6% |
| 1Y | +23.0% | -40.3% | +63.4% | +26.3% |
| 3Y | +93.3% | -23.8% | +117.1% | +73.5% |
| All | +96.4% | -74.9% | +171.3% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling