+153.2%
QQQM vs EXC
+86.5%
+66.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +1.5% | +1.2% | +0.3% | +1.3% |
| 30D | -0.7% | -2.7% | +2.1% | -0.2% |
| 3M | +0.4% | -1.0% | +1.4% | +0.4% |
| 6M | +20.1% | -9.3% | +29.3% | +21.8% |
| YTD | +17.2% | +3.6% | +13.6% | +15.6% |
| 1Y | +24.7% | +5.9% | +18.8% | +22.3% |
| 3Y | +96.6% | +21.3% | +75.3% | +84.0% |
| 5Y | +95.0% | +46.2% | +48.9% | +69.7% |
| All | +153.2% | +86.5% | +66.7% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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