+152.0%
QQQM vs UMC
+461.2%
-309.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.3% |
| 7D | -0.6% | +9.0% | -9.6% | -2.9% |
| 30D | -1.2% | +17.2% | -18.4% | -5.5% |
| 3M | -0.1% | +11.4% | -11.5% | -4.8% |
| 6M | +18.0% | +137.5% | -119.6% | -10.5% |
| YTD | +16.7% | +193.1% | -176.4% | -18.6% |
| 1Y | +23.0% | +240.3% | -217.3% | -18.3% |
| 3Y | +93.3% | +262.2% | -168.9% | +23.6% |
| 5Y | +96.3% | +143.1% | -46.8% | +31.4% |
| All | +152.0% | +461.2% | -309.2% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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