+152.0%
QQQM vs ET
+477.1%
-325.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | -1.2% | +2.9% | -4.1% | -1.9% |
| 3M | -0.1% | +16.8% | -16.9% | -4.0% |
| 6M | +18.0% | +18.9% | -0.9% | +12.7% |
| YTD | +16.7% | +37.7% | -21.0% | +7.1% |
| 1Y | +23.0% | +32.4% | -9.4% | +14.0% |
| 3Y | +93.3% | +99.5% | -6.1% | +63.6% |
| 5Y | +96.3% | +244.0% | -147.7% | +53.6% |
| All | +152.0% | +477.1% | -325.1% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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