+96.4%
QQQM vs EL
-69.0%
+165.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -0.6% | -6.5% | +5.9% | +1.0% |
| 30D | -1.2% | +11.1% | -12.3% | -4.0% |
| 3M | -0.1% | +10.7% | -10.8% | -3.0% |
| 6M | +18.0% | +6.9% | +11.1% | +14.6% |
| YTD | +16.7% | -6.3% | +23.0% | +15.8% |
| 1Y | +23.0% | +13.5% | +9.6% | +15.5% |
| 3Y | +93.3% | -33.1% | +126.4% | +100.5% |
| All | +96.4% | -69.0% | +165.5% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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