+139.6%
QQQM vs BURL
+19.0%
+120.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +2.6% |
| 7D | -0.3% | +7.7% | -8.0% | -1.8% |
| 30D | -9.7% | -7.1% | -2.5% | -8.5% |
| 3M | -6.0% | -30.3% | +24.3% | +0.3% |
| 6M | -4.3% | -15.5% | +11.2% | -2.1% |
| YTD | +10.9% | -11.0% | +21.9% | +12.0% |
| 1Y | +11.9% | -8.4% | +20.3% | +11.8% |
| 3Y | +86.9% | +96.7% | -9.8% | +57.8% |
| 5Y | +77.5% | -14.1% | +91.6% | +62.3% |
| All | +139.6% | +19.0% | +120.6% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling