+149.8%
QQQM vs XME
+382.4%
-232.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | +0.2% |
| 7D | -1.3% | -3.0% | +1.8% | -0.2% |
| 30D | -1.4% | -2.6% | +1.2% | -0.7% |
| 3M | +2.2% | +2.2% | 0.0% | +1.1% |
| 6M | +16.9% | +0.7% | +16.2% | +15.7% |
| YTD | +15.7% | +10.9% | +4.7% | +10.2% |
| 1Y | +22.7% | +35.7% | -13.0% | +8.4% |
| 3Y | +93.9% | +127.1% | -33.2% | +42.0% |
| 5Y | +94.6% | +168.5% | -73.9% | +37.5% |
| All | +149.8% | +382.4% | -232.6% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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