+153.5%
QQQM vs RF
+199.8%
-46.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.4% | +1.3% | -1.0% | 0.0% |
| 30D | +0.2% | -3.6% | +3.9% | +1.2% |
| 3M | -2.8% | +8.1% | -10.9% | -4.9% |
| 6M | +18.1% | +11.5% | +6.6% | +14.4% |
| YTD | +17.4% | +15.6% | +1.8% | +12.4% |
| 1Y | +25.7% | +15.7% | +10.0% | +20.1% |
| 3Y | +94.1% | +86.9% | +7.2% | +62.0% |
| 5Y | +94.9% | +89.8% | +5.0% | +65.1% |
| All | +153.5% | +199.8% | -46.3% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling