+152.0%
QQQM vs ULTA
+130.1%
+22.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.4% |
| 7D | -0.6% | -3.1% | +2.5% | +0.1% |
| 30D | -1.2% | +2.8% | -4.0% | -2.0% |
| 3M | -0.1% | +14.8% | -14.9% | -3.7% |
| 6M | +18.0% | -16.2% | +34.2% | +22.1% |
| YTD | +16.7% | -9.6% | +26.3% | +18.2% |
| 1Y | +23.0% | +4.8% | +18.3% | +19.6% |
| 3Y | +93.3% | +30.7% | +62.6% | +70.8% |
| 5Y | +96.3% | +45.9% | +50.4% | +65.6% |
| All | +152.0% | +130.1% | +22.0% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling