+149.8%
QQQM vs XYZ
-57.7%
+207.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -1.3% | -5.2% | +3.9% | 0.0% |
| 30D | -1.4% | 0.0% | -1.4% | -1.5% |
| 3M | +2.2% | +18.7% | -16.5% | -2.4% |
| 6M | +16.9% | +20.5% | -3.6% | +10.9% |
| YTD | +15.7% | +21.5% | -5.8% | +8.6% |
| 1Y | +22.7% | +7.2% | +15.5% | +18.1% |
| 3Y | +93.9% | +49.0% | +45.0% | +62.4% |
| 5Y | +94.6% | -68.1% | +162.7% | +112.8% |
| All | +149.8% | -57.7% | +207.5% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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