+153.2%
QQQM vs EXPE
+185.9%
-32.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.9% | +7.8% | +1.5% |
| 7D | +1.5% | -9.8% | +11.3% | +3.5% |
| 30D | -0.7% | -11.5% | +10.9% | +1.5% |
| 3M | +0.4% | +21.7% | -21.3% | -4.5% |
| 6M | +20.1% | +10.4% | +9.7% | +16.1% |
| YTD | +17.2% | -2.5% | +19.8% | +15.5% |
| 1Y | +24.7% | +27.3% | -2.6% | +14.7% |
| 3Y | +96.6% | +153.5% | -57.0% | +49.2% |
| 5Y | +95.0% | +91.1% | +4.0% | +53.0% |
| All | +153.2% | +185.9% | -32.7% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling