+152.5%
QQQM vs VMC
+80.6%
+72.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.9% |
| 7D | +1.0% | -5.3% | +6.3% | +3.0% |
| 30D | -0.6% | -12.3% | +11.6% | +4.2% |
| 3M | +1.3% | -10.3% | +11.6% | +4.8% |
| 6M | +18.2% | -8.6% | +26.7% | +20.9% |
| YTD | +16.9% | -11.9% | +28.8% | +20.4% |
| 1Y | +24.0% | -13.9% | +38.0% | +28.7% |
| 3Y | +96.0% | +18.2% | +77.9% | +75.5% |
| 5Y | +95.2% | +47.7% | +47.5% | +59.0% |
| All | +152.5% | +80.6% | +72.0% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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