+152.5%
QQQM vs EXR
+48.0%
+104.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.4% |
| 7D | +1.0% | -3.1% | +4.1% | +1.8% |
| 30D | -0.6% | -7.5% | +6.9% | +1.4% |
| 3M | +1.3% | -7.5% | +8.8% | +3.1% |
| 6M | +18.2% | -5.2% | +23.4% | +19.3% |
| YTD | +16.9% | +6.5% | +10.4% | +13.9% |
| 1Y | +24.0% | -2.0% | +26.1% | +23.5% |
| 3Y | +96.0% | +21.5% | +74.5% | +76.9% |
| 5Y | +95.2% | -11.5% | +106.7% | +97.5% |
| All | +152.5% | +48.0% | +104.5% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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