+153.5%
QQQM vs BURL
+22.7%
+130.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.3% |
| 7D | +0.4% | -2.8% | +3.2% | +0.9% |
| 30D | +0.2% | -28.2% | +28.4% | +6.6% |
| 3M | -2.8% | -17.6% | +14.8% | +0.5% |
| 6M | +18.1% | -11.8% | +29.9% | +19.9% |
| YTD | +17.4% | -8.1% | +25.5% | +18.1% |
| 1Y | +25.7% | -12.0% | +37.6% | +26.8% |
| 3Y | +94.1% | +63.3% | +30.8% | +70.3% |
| 5Y | +94.9% | -10.8% | +105.7% | +77.4% |
| All | +153.5% | +22.7% | +130.8% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling