+152.5%
QQQM vs EXPD
+116.3%
+36.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.7% |
| 7D | +1.0% | +1.2% | -0.1% | +0.6% |
| 30D | -0.6% | +5.2% | -5.8% | -2.5% |
| 3M | +1.3% | +13.2% | -11.9% | -3.4% |
| 6M | +18.2% | +30.3% | -12.1% | +6.5% |
| YTD | +16.9% | +27.0% | -10.1% | +5.4% |
| 1Y | +24.0% | +57.3% | -33.3% | +1.6% |
| 3Y | +96.0% | +70.0% | +26.0% | +51.2% |
| 5Y | +95.2% | +61.6% | +33.6% | +47.2% |
| All | +152.5% | +116.3% | +36.2% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling