+96.4%
QQQM vs RUN
-81.0%
+177.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -0.6% | -3.7% | +3.1% | -0.2% |
| 30D | -1.2% | -13.0% | +11.8% | 0.0% |
| 3M | -0.1% | -31.8% | +31.7% | +3.1% |
| 6M | +18.0% | -32.2% | +50.2% | +21.4% |
| YTD | +16.7% | -53.5% | +70.2% | +22.6% |
| 1Y | +23.0% | -46.5% | +69.6% | +26.8% |
| 3Y | +93.3% | -37.6% | +130.9% | +72.3% |
| All | +96.4% | -81.0% | +177.4% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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