+152.0%
QQQM vs QSR
+58.4%
+93.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.6% | -4.0% | +3.4% | +0.7% |
| 30D | -1.2% | +2.8% | -4.0% | -2.1% |
| 3M | -0.1% | +5.1% | -5.2% | -2.0% |
| 6M | +18.0% | +8.8% | +9.2% | +13.9% |
| YTD | +16.7% | +14.8% | +1.9% | +10.2% |
| 1Y | +23.0% | +25.7% | -2.7% | +12.0% |
| 3Y | +93.3% | +27.5% | +65.8% | +70.7% |
| 5Y | +96.3% | +41.3% | +55.0% | +57.0% |
| All | +152.0% | +58.4% | +93.6% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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