+558.6%
QQQ vs EFX
+42.6%
+516.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.6% | -4.5% | +4.0% | +1.0% |
| 30D | -1.2% | -6.1% | +4.9% | +0.6% |
| 3M | -0.2% | +6.2% | -6.4% | -3.7% |
| 6M | +17.9% | -11.2% | +29.1% | +20.5% |
| YTD | +16.6% | -21.4% | +38.1% | +23.5% |
| 1Y | +23.0% | -34.3% | +57.3% | +38.9% |
| 3Y | +92.9% | -12.5% | +105.5% | +87.2% |
| 5Y | +95.6% | -35.6% | +131.2% | +108.5% |
| All | +558.6% | +42.6% | +516.0% | +413.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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