+1,564.8%
QQQ vs EFX
+943.0%
+621.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.6% |
| 7D | +1.0% | -9.4% | +10.4% | +5.2% |
| 30D | -0.6% | -6.9% | +6.3% | +2.0% |
| 3M | +1.3% | +0.1% | +1.2% | -0.7% |
| 6M | +18.1% | -17.3% | +35.5% | +24.9% |
| YTD | +16.9% | -21.8% | +38.7% | +25.3% |
| 1Y | +24.0% | -32.5% | +56.5% | +41.1% |
| 3Y | +95.6% | -12.3% | +108.0% | +88.4% |
| 5Y | +94.5% | -36.6% | +131.1% | +113.2% |
| 10Y | +571.7% | +41.0% | +530.7% | +363.5% |
| All | +1,564.8% | +943.0% | +621.8% | +282.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling