+152.5%
QQQM vs EXEL
+143.1%
+9.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +1.0% | -0.3% | +1.4% | +1.1% |
| 30D | -0.6% | +10.1% | -10.8% | -2.0% |
| 3M | +1.3% | +10.1% | -8.8% | -0.3% |
| 6M | +18.2% | +37.7% | -19.5% | +12.3% |
| YTD | +16.9% | +33.1% | -16.2% | +11.5% |
| 1Y | +24.0% | +52.4% | -28.3% | +15.6% |
| 3Y | +96.0% | +163.8% | -67.8% | +63.3% |
| 5Y | +95.2% | +198.5% | -103.3% | +56.2% |
| All | +152.5% | +143.1% | +9.4% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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