+558.6%
QQQ vs EFV
+169.9%
+388.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | 0.0% |
| 7D | -0.6% | -0.8% | +0.2% | +0.1% |
| 30D | -1.2% | +0.6% | -1.9% | -1.8% |
| 3M | -0.2% | +7.5% | -7.7% | -6.1% |
| 6M | +17.9% | +13.0% | +4.9% | +6.3% |
| YTD | +16.6% | +18.3% | -1.7% | +0.9% |
| 1Y | +23.0% | +26.7% | -3.7% | +0.3% |
| 3Y | +92.9% | +89.6% | +3.4% | +11.1% |
| 5Y | +95.6% | +98.2% | -2.6% | +8.1% |
| All | +558.6% | +169.9% | +388.7% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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