+153.2%
QQQM vs Z
-67.9%
+221.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +1.2% |
| 7D | +1.5% | -3.3% | +4.8% | +2.1% |
| 30D | -0.7% | -3.7% | +3.1% | -0.2% |
| 3M | +0.4% | -7.0% | +7.4% | +1.1% |
| 6M | +20.1% | -29.5% | +49.6% | +27.4% |
| YTD | +17.2% | -52.6% | +69.8% | +34.3% |
| 1Y | +24.7% | -64.0% | +88.8% | +50.8% |
| 3Y | +96.6% | -36.4% | +133.0% | +102.9% |
| 5Y | +95.0% | -65.8% | +160.8% | +106.4% |
| All | +153.2% | -67.9% | +221.2% | +165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling