+82.3%
QQQM vs QLD
+143.1%
-60.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -1.5% | -3.8% | +2.2% | +0.1% |
| 30D | -10.2% | -20.5% | +10.4% | +0.2% |
| 3M | -6.3% | -14.6% | +8.3% | +0.7% |
| 6M | -4.9% | -14.7% | +9.8% | +1.4% |
| YTD | +10.3% | +11.2% | -0.9% | +2.4% |
| 1Y | +8.8% | +7.1% | +1.7% | +2.8% |
| All | +82.3% | +143.1% | -60.8% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 3y: compounded portfolio wealth divided by compounded QLD 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…
3y analysis · Full analysis span regression · 6 months rolling