+96.4%
QQQM vs ED
+67.9%
+28.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | -0.6% | -0.8% | +0.2% | -0.6% |
| 30D | -1.2% | -0.4% | -0.8% | -1.2% |
| 3M | -0.1% | +0.5% | -0.6% | -0.2% |
| 6M | +18.0% | -3.1% | +21.1% | +18.0% |
| YTD | +16.7% | +9.8% | +6.9% | +16.2% |
| 1Y | +23.0% | +12.6% | +10.5% | +22.3% |
| 3Y | +93.3% | +31.4% | +61.9% | +83.5% |
| All | +96.4% | +67.9% | +28.5% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling