+94.6%
QQQM vs REPL
-58.5%
+153.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.4% | +7.3% | -0.9% |
| 7D | -1.3% | -13.4% | +12.2% | -0.9% |
| 30D | -1.4% | -3.0% | +1.6% | -1.3% |
| 3M | +2.2% | +56.3% | -54.1% | -0.1% |
| 6M | +16.9% | +60.9% | -44.0% | +11.5% |
| YTD | +15.7% | +36.2% | -20.5% | +10.7% |
| 1Y | +22.7% | +121.0% | -98.4% | +13.7% |
| 3Y | +93.9% | -32.8% | +126.8% | +81.5% |
| 5Y | +94.6% | -58.7% | +153.2% | +82.2% |
| All | +94.6% | -58.5% | +153.0% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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