+96.4%
QQQM vs EXPE
+92.3%
+4.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | -0.6% | -5.8% | +5.2% | +0.7% |
| 30D | -1.2% | -13.6% | +12.4% | +1.8% |
| 3M | -0.1% | +25.2% | -25.3% | -6.1% |
| 6M | +18.0% | +22.3% | -4.4% | +10.8% |
| YTD | +16.7% | -0.3% | +17.0% | +14.2% |
| 1Y | +23.0% | +27.8% | -4.8% | +11.8% |
| 3Y | +93.3% | +162.4% | -69.1% | +38.2% |
| All | +96.4% | +92.3% | +4.1% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 5y: compounded portfolio wealth divided by compounded EXPE 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…
5y analysis · Full analysis span regression · 6 months rolling