+96.4%
QQQM vs Z
-64.7%
+161.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.1% |
| 7D | -0.6% | -6.0% | +5.5% | +0.6% |
| 30D | -1.2% | -2.3% | +1.1% | -1.0% |
| 3M | -0.1% | -0.6% | +0.5% | -0.8% |
| 6M | +18.0% | -27.6% | +45.6% | +24.7% |
| YTD | +16.7% | -52.4% | +69.1% | +34.1% |
| 1Y | +23.0% | -63.6% | +86.6% | +49.3% |
| 3Y | +93.3% | -36.4% | +129.7% | +99.4% |
| All | +96.4% | -64.7% | +161.1% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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