+90.6%
QQQM vs USAR
+53.8%
+36.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.0% |
| 7D | -0.6% | -11.6% | +11.1% | -0.2% |
| 30D | -1.2% | -15.5% | +14.3% | -0.8% |
| 3M | -0.1% | -31.0% | +30.9% | +0.6% |
| 6M | +18.0% | -26.2% | +44.2% | +18.4% |
| YTD | +16.7% | +30.8% | -14.1% | +16.8% |
| 1Y | +23.0% | +7.1% | +16.0% | +23.5% |
| 3Y | +93.3% | +53.0% | +40.3% | +93.8% |
| All | +90.6% | +53.8% | +36.8% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling