+140.0%
QQQM vs EXPD
+123.8%
+16.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +3.6% | +5.5% | -1.9% | +1.6% |
| 30D | -6.7% | -0.8% | -5.9% | -6.5% |
| 3M | -7.0% | +4.1% | -11.2% | -8.5% |
| 6M | -4.6% | +25.7% | -30.3% | -12.6% |
| YTD | +11.1% | +31.4% | -20.3% | -1.2% |
| 1Y | +12.3% | +42.2% | -29.9% | -3.4% |
| 3Y | +83.6% | +77.2% | +6.5% | +39.4% |
| 5Y | +78.1% | +61.0% | +17.1% | +34.4% |
| All | +140.0% | +123.8% | +16.2% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling