+96.4%
QQQM vs UL
+18.7%
+77.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.5% |
| 6M | +18.0% | -3.1% | +21.0% | +18.5% |
| YTD | +16.7% | -2.7% | +19.4% | +16.9% |
| 1Y | +23.0% | -10.2% | +33.3% | +25.3% |
| 3Y | +93.3% | +20.3% | +73.1% | +78.7% |
| All | +96.4% | +18.7% | +77.7% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling