+95.2%
QQQM vs QLD
+120.6%
-25.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +1.0% | +1.9% | -0.9% | +0.1% |
| 30D | -0.6% | -1.8% | +1.2% | +0.2% |
| 3M | +1.3% | -0.1% | +1.4% | +0.7% |
| 6M | +18.2% | +32.6% | -14.4% | +1.5% |
| YTD | +16.9% | +27.9% | -11.0% | +2.0% |
| 1Y | +24.0% | +40.3% | -16.2% | +2.9% |
| 3Y | +96.0% | +182.5% | -86.4% | +10.2% |
| 5Y | +95.2% | +122.5% | -27.3% | +15.0% |
| All | +95.2% | +120.6% | -25.4% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling