+534.7%
QQQ vs ECL
+197.5%
+337.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -2.0% |
| 7D | +3.6% | +2.9% | +0.8% | +2.2% |
| 30D | -6.7% | +7.5% | -14.2% | -10.0% |
| 3M | -7.0% | +12.2% | -19.3% | -12.3% |
| 6M | -4.7% | +24.6% | -29.2% | -15.1% |
| YTD | +11.1% | +18.8% | -7.7% | +0.8% |
| 1Y | +12.3% | +19.3% | -7.1% | +1.5% |
| 3Y | +83.3% | +78.2% | +5.1% | +32.6% |
| 5Y | +77.5% | +38.8% | +38.7% | +42.2% |
| All | +534.7% | +197.5% | +337.2% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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