+152.0%
QQQM vs VYM
+128.0%
+24.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.2% |
| 7D | -0.6% | -0.8% | +0.2% | +0.3% |
| 30D | -1.2% | -2.2% | +1.0% | +1.1% |
| 3M | -0.1% | +3.1% | -3.2% | -3.2% |
| 6M | +18.0% | +9.7% | +8.2% | +7.3% |
| YTD | +16.7% | +14.9% | +1.8% | +1.2% |
| 1Y | +23.0% | +17.6% | +5.5% | +4.2% |
| 3Y | +93.3% | +65.3% | +28.0% | +16.3% |
| 5Y | +96.3% | +78.7% | +17.6% | +13.8% |
| All | +152.0% | +128.0% | +24.1% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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