+37.4%
EXC vs QQQI
+56.3%
-18.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.9% |
| 7D | -1.6% | -1.0% | -0.6% | -1.8% |
| 30D | -2.4% | -0.6% | -1.8% | -2.5% |
| 3M | -4.0% | +3.4% | -7.3% | -3.4% |
| 6M | -9.8% | +10.6% | -20.4% | -8.6% |
| YTD | +2.3% | +10.3% | -8.0% | +3.7% |
| 1Y | +3.8% | +16.3% | -12.5% | +5.8% |
| All | +37.4% | +56.3% | -18.9% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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