+96.4%
QQQM vs ULTA
+44.7%
+51.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.4% |
| 7D | -0.6% | -3.1% | +2.5% | +0.2% |
| 30D | -1.2% | +2.8% | -4.0% | -2.1% |
| 3M | -0.1% | +14.8% | -14.9% | -4.1% |
| 6M | +18.0% | -16.2% | +34.2% | +22.7% |
| YTD | +16.7% | -9.6% | +26.3% | +18.4% |
| 1Y | +23.0% | +4.8% | +18.3% | +18.9% |
| 3Y | +93.3% | +30.7% | +62.6% | +66.1% |
| All | +96.4% | +44.7% | +51.8% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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