+67.5%
XLV vs QQQM
+152.0%
-84.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -3.6% | -0.6% | -3.0% | -3.4% |
| 30D | -1.8% | -1.2% | -0.6% | -1.5% |
| 3M | +7.8% | -0.1% | +7.9% | +7.4% |
| 6M | +9.1% | +18.0% | -8.8% | +2.4% |
| YTD | +7.7% | +16.7% | -9.0% | +1.4% |
| 1Y | +20.4% | +23.0% | -2.6% | +11.0% |
| 3Y | +30.8% | +93.3% | -62.6% | +0.4% |
| 5Y | +34.6% | +96.3% | -61.6% | +0.2% |
| All | +67.5% | +152.0% | -84.5% | +12.9% |
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