+96.6%
QQQM vs RF
+92.1%
+4.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | +1.5% | +2.7% | -1.2% | +0.7% |
| 30D | -0.7% | -3.4% | +2.7% | +0.3% |
| 3M | +0.4% | +6.4% | -5.9% | -1.5% |
| 6M | +20.1% | +13.4% | +6.7% | +15.2% |
| YTD | +17.2% | +14.2% | +3.0% | +12.0% |
| 1Y | +24.7% | +15.7% | +9.0% | +18.4% |
| 3Y | +96.6% | +91.3% | +5.2% | +62.9% |
| All | +96.6% | +92.1% | +4.5% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling