+91.6%
QQQM vs ED
+33.4%
+58.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.3% |
| 7D | -1.3% | -1.9% | +0.6% | -1.8% |
| 30D | -1.4% | +0.1% | -1.5% | -1.3% |
| 3M | +2.2% | 0.0% | +2.2% | +2.3% |
| 6M | +16.9% | -2.5% | +19.4% | +16.6% |
| YTD | +15.7% | +10.1% | +5.6% | +18.9% |
| 1Y | +22.7% | +13.6% | +9.1% | +27.1% |
| All | +91.6% | +33.4% | +58.3% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling