+152.5%
QQQM vs ECL
+43.3%
+109.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.7% |
| 7D | +1.0% | -2.7% | +3.8% | +2.2% |
| 30D | -0.6% | -4.3% | +3.7% | +1.2% |
| 3M | +1.3% | +3.2% | -1.9% | -0.6% |
| 6M | +18.2% | -2.9% | +21.1% | +18.9% |
| YTD | +16.9% | +4.3% | +12.7% | +13.4% |
| 1Y | +24.0% | +1.6% | +22.4% | +21.3% |
| 3Y | +96.0% | +54.3% | +41.8% | +53.6% |
| 5Y | +95.2% | +26.5% | +68.7% | +55.5% |
| All | +152.5% | +43.3% | +109.2% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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