+88.9%
QQQM vs USAR
+58.5%
+30.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | -0.9% |
| 7D | -1.3% | -9.3% | +8.1% | -1.0% |
| 30D | -1.4% | -15.2% | +13.8% | -1.0% |
| 3M | +2.2% | -21.1% | +23.3% | +2.6% |
| 6M | +16.9% | -21.6% | +38.5% | +17.2% |
| YTD | +15.7% | +34.8% | -19.1% | +15.7% |
| 1Y | +22.7% | +15.6% | +7.0% | +23.0% |
| 3Y | +93.9% | +57.7% | +36.2% | +94.2% |
| All | +88.9% | +58.5% | +30.4% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling