+140.0%
QQQM vs RF
+184.4%
-44.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | +3.6% | +1.9% | +1.7% | +3.1% |
| 30D | -6.7% | +7.3% | -14.0% | -8.4% |
| 3M | -7.0% | -7.9% | +0.9% | -5.1% |
| 6M | -4.6% | +10.5% | -15.1% | -7.4% |
| YTD | +11.1% | +9.6% | +1.4% | +7.8% |
| 1Y | +12.3% | +20.3% | -8.0% | +6.2% |
| 3Y | +83.6% | +119.5% | -35.9% | +47.9% |
| 5Y | +78.1% | +48.2% | +29.9% | +53.9% |
| All | +140.0% | +184.4% | -44.4% | +109.6% |
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