+1,481.8%
QQQ vs ECL
+2,046.1%
-564.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -2.0% |
| 7D | +3.6% | +2.9% | +0.8% | +2.1% |
| 30D | -6.7% | +7.5% | -14.2% | -10.2% |
| 3M | -7.0% | +12.2% | -19.3% | -12.6% |
| 6M | -4.7% | +24.6% | -29.2% | -15.6% |
| YTD | +11.1% | +18.8% | -7.7% | +0.2% |
| 1Y | +12.3% | +19.3% | -7.1% | +0.9% |
| 3Y | +83.3% | +78.2% | +5.1% | +31.4% |
| 5Y | +77.5% | +38.8% | +38.7% | +42.7% |
| 10Y | +528.3% | +197.8% | +330.4% | +221.4% |
| All | +1,481.8% | +2,046.1% | -564.4% | +211.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling