+138.2%
QQQM vs QLD
+205.4%
-67.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 1Y | +8.8% | +7.1% | +1.7% | +2.8% |
| 3Y | +81.8% | +141.1% | -59.3% | +10.2% |
| 5Y | +79.1% | +84.3% | -5.2% | +15.5% |
| All | +138.2% | +205.4% | -67.3% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling