+149.8%
QQQM vs DE
+209.0%
-59.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -1.3% | -2.4% | +1.1% | -0.7% |
| 30D | -1.4% | +9.7% | -11.1% | -3.7% |
| 3M | +2.2% | +21.4% | -19.2% | -2.8% |
| 6M | +16.9% | +15.0% | +1.9% | +12.3% |
| YTD | +15.7% | +46.4% | -30.8% | +3.8% |
| 1Y | +22.7% | +45.6% | -23.0% | +10.0% |
| 3Y | +93.9% | +76.8% | +17.2% | +63.5% |
| 5Y | +94.6% | +99.4% | -4.9% | +56.5% |
| All | +149.8% | +209.0% | -59.2% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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