+152.0%
QQQM vs UAL
+207.9%
-55.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.2% |
| 7D | -0.6% | -1.4% | +0.8% | -0.3% |
| 30D | -1.2% | -12.2% | +11.0% | +1.4% |
| 3M | -0.1% | -2.5% | +2.4% | +0.1% |
| 6M | +18.0% | +21.1% | -3.2% | +12.2% |
| YTD | +16.7% | -1.8% | +18.5% | +15.3% |
| 1Y | +23.0% | +0.4% | +22.6% | +20.5% |
| 3Y | +93.3% | +130.3% | -36.9% | +53.3% |
| 5Y | +96.3% | +147.7% | -51.4% | +48.6% |
| All | +152.0% | +207.9% | -55.8% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling