+152.0%
QQQM vs UL
+8.1%
+144.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -0.6% | -3.4% | +2.8% | 0.0% |
| 30D | -1.2% | +0.5% | -1.7% | -1.3% |
| 3M | -0.1% | +7.2% | -7.3% | -1.6% |
| 6M | +18.0% | -3.1% | +21.0% | +18.4% |
| YTD | +16.7% | -2.7% | +19.4% | +16.8% |
| 1Y | +23.0% | -10.2% | +33.3% | +25.2% |
| 3Y | +93.3% | +20.3% | +73.1% | +79.9% |
| 5Y | +96.3% | +19.9% | +76.3% | +77.5% |
| All | +152.0% | +8.1% | +144.0% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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