+1,481.8%
QQQ vs ED
+793.6%
+688.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | +3.6% | +2.1% | +1.6% | +3.0% |
| 30D | -6.7% | +10.4% | -17.1% | -9.5% |
| 3M | -7.0% | +12.5% | -19.6% | -10.3% |
| 6M | -4.7% | +14.9% | -19.6% | -8.9% |
| YTD | +11.1% | +24.8% | -13.8% | +3.1% |
| 1Y | +12.3% | +23.8% | -11.6% | +4.4% |
| 3Y | +83.3% | +51.6% | +31.7% | +56.2% |
| 5Y | +77.5% | +86.4% | -8.9% | +39.5% |
| 10Y | +528.3% | +145.4% | +382.8% | +331.4% |
| All | +1,481.8% | +793.6% | +688.2% | +698.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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