+152.0%
QQQM vs QXO
-26.1%
+178.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.6% | -7.8% | +7.2% | -0.4% |
| 30D | -1.2% | -18.1% | +16.9% | -0.9% |
| 3M | -0.1% | -25.8% | +25.7% | +0.3% |
| 6M | +18.0% | -41.7% | +59.7% | +18.8% |
| YTD | +16.7% | -36.2% | +52.9% | +17.3% |
| 1Y | +23.0% | -42.1% | +65.1% | +23.8% |
| 3Y | +93.3% | -46.2% | +139.5% | +87.0% |
| 5Y | +96.3% | -70.7% | +167.0% | +89.0% |
| All | +152.0% | -26.1% | +178.2% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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