+552.9%
QQQ vs EL
+25.3%
+527.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.4% |
| 7D | -1.3% | -4.4% | +3.1% | 0.0% |
| 30D | -1.4% | +10.3% | -11.6% | -4.7% |
| 3M | +2.3% | +13.4% | -11.1% | -2.2% |
| 6M | +16.9% | +3.1% | +13.8% | +13.7% |
| YTD | +15.6% | -6.9% | +22.6% | +14.6% |
| 1Y | +22.6% | +11.9% | +10.7% | +13.6% |
| 3Y | +93.5% | -33.8% | +127.3% | +100.3% |
| 5Y | +93.9% | -69.0% | +162.9% | +173.4% |
| All | +552.9% | +25.3% | +527.6% | +447.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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