+79.6%
QQQ vs ECL
+37.9%
+41.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | +6.4% | -0.5% | +6.8% | +6.6% |
| 30D | -7.5% | +6.6% | -14.0% | -10.3% |
| 3M | -4.8% | +9.6% | -14.4% | -9.1% |
| 6M | -2.5% | +21.6% | -24.1% | -12.2% |
| YTD | +12.4% | +16.9% | -4.5% | +2.7% |
| 1Y | +11.3% | +17.9% | -6.6% | +1.1% |
| 3Y | +85.0% | +76.5% | +8.5% | +30.0% |
| 5Y | +79.6% | +36.6% | +43.0% | +35.8% |
| All | +79.6% | +37.9% | +41.7% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling