+632.4%
GEV vs QQQI
+50.5%
+581.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +2.1% |
| 7D | +1.6% | -0.3% | +2.0% | +2.3% |
| 30D | -7.9% | -0.3% | -7.7% | -7.3% |
| 3M | +5.6% | +1.3% | +4.3% | +4.0% |
| 6M | +13.1% | +11.5% | +1.6% | -5.4% |
| YTD | +46.7% | +11.3% | +35.5% | +22.9% |
| 1Y | +51.3% | +16.9% | +34.4% | +17.5% |
| All | +632.4% | +50.5% | +581.9% | +300.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling