+143.6%
QQQM vs QLD
+219.6%
-76.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.6% | -2.4% | 0.0% |
| 7D | -0.2% | -1.2% | +0.9% | 0.0% |
| 30D | -7.5% | -15.7% | +8.2% | +0.2% |
| 3M | -3.8% | -10.0% | +6.2% | +0.7% |
| 6M | -3.0% | -11.2% | +8.2% | +1.3% |
| YTD | +12.8% | +16.4% | -3.6% | +2.4% |
| 1Y | +11.6% | +12.7% | -1.1% | +2.8% |
| 3Y | +85.9% | +152.3% | -66.4% | +10.2% |
| 5Y | +82.7% | +91.8% | -9.0% | +15.5% |
| All | +143.6% | +219.6% | -76.0% | +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