+423.2%
XLE vs QQQM
+153.4%
+269.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +11.8% | +0.2% | +11.5% | +11.6% |
| 3M | +9.8% | -2.8% | +12.6% | +10.3% |
| 6M | +15.6% | +18.1% | -2.5% | +9.2% |
| YTD | +45.3% | +17.4% | +27.9% | +37.3% |
| 1Y | +48.3% | +25.7% | +22.6% | +36.8% |
| 3Y | +55.4% | +94.1% | -38.7% | +23.9% |
| 5Y | +216.1% | +94.9% | +121.2% | +140.0% |
| All | +423.2% | +153.4% | +269.8% | +291.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 QQQM 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