+64.3%
XLF vs QQQM
+95.1%
-30.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | -1.5% | -0.6% | -0.9% | -1.2% |
| 30D | -1.2% | -1.2% | 0.0% | -0.6% |
| 3M | +9.2% | -0.1% | +9.3% | +8.7% |
| 6M | +16.3% | +18.0% | -1.6% | +5.3% |
| YTD | +5.4% | +16.7% | -11.3% | -4.0% |
| 1Y | +7.6% | +23.0% | -15.4% | -5.2% |
| 3Y | +74.2% | +93.3% | -19.1% | +17.2% |
| All | +64.3% | +95.1% | -30.8% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling