+1,570.9%
QQQ vs EL
+509.9%
+1,061.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.7% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | +0.2% | +19.8% | -19.6% | -5.8% |
| 3M | -2.8% | +25.7% | -28.5% | -10.2% |
| 6M | +18.0% | +5.4% | +12.5% | +13.8% |
| YTD | +17.3% | +0.2% | +17.1% | +13.5% |
| 1Y | +25.6% | +20.4% | +5.1% | +13.8% |
| 3Y | +93.7% | -32.1% | +125.9% | +96.5% |
| 5Y | +94.2% | -67.2% | +161.3% | +149.0% |
| 10Y | +557.9% | +31.7% | +526.1% | +418.1% |
| All | +1,570.9% | +509.9% | +1,061.1% | +614.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling