+91.3%
QQQ vs EFX
-12.7%
+104.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | -1.3% | -11.1% | +9.9% | +0.8% |
| 30D | -1.4% | -7.4% | +6.0% | -0.1% |
| 3M | +2.3% | +1.5% | +0.8% | +1.0% |
| 6M | +16.9% | -13.7% | +30.6% | +19.6% |
| YTD | +15.6% | -21.9% | +37.5% | +20.9% |
| 1Y | +22.6% | -30.8% | +53.4% | +32.2% |
| All | +91.3% | -12.7% | +104.0% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling