+153.5%
QQQM vs USB
+104.4%
+49.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +0.4% | +1.4% | -1.1% | 0.0% |
| 30D | +0.2% | -1.3% | +1.6% | +0.6% |
| 3M | -2.8% | +15.2% | -18.0% | -6.6% |
| 6M | +18.1% | +18.8% | -0.7% | +12.4% |
| YTD | +17.4% | +21.0% | -3.7% | +11.0% |
| 1Y | +25.7% | +34.0% | -8.4% | +15.4% |
| 3Y | +94.1% | +95.3% | -1.2% | +60.4% |
| 5Y | +94.9% | +40.4% | +54.5% | +71.1% |
| All | +153.5% | +104.4% | +49.1% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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