+149.8%
QQQM vs RF
+195.1%
-45.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -1.3% | -1.6% | +0.4% | -0.8% |
| 30D | -1.4% | -4.3% | +2.9% | -0.3% |
| 3M | +2.2% | +5.9% | -3.7% | +0.5% |
| 6M | +16.9% | +14.1% | +2.8% | +12.5% |
| YTD | +15.7% | +13.8% | +1.9% | +11.2% |
| 1Y | +22.7% | +15.2% | +7.4% | +17.3% |
| 3Y | +93.9% | +90.6% | +3.4% | +61.1% |
| 5Y | +94.6% | +88.9% | +5.7% | +65.4% |
| All | +149.8% | +195.1% | -45.3% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling