+149.8%
QQQM vs EXPD
+117.5%
+32.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -1.3% | +1.2% | -2.4% | -1.7% |
| 30D | -1.4% | +6.8% | -8.2% | -3.7% |
| 3M | +2.2% | +14.9% | -12.8% | -3.1% |
| 6M | +16.9% | +34.6% | -17.7% | +4.0% |
| YTD | +15.7% | +27.7% | -12.0% | +4.1% |
| 1Y | +22.7% | +57.7% | -35.0% | +0.4% |
| 3Y | +93.9% | +70.9% | +23.0% | +49.3% |
| 5Y | +94.6% | +59.5% | +35.1% | +47.4% |
| All | +149.8% | +117.5% | +32.4% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXPD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling