+94.0%
QQQ vs EQT
+197.4%
-103.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -1.3% | -1.2% | -0.1% | -1.1% |
| 30D | -1.4% | +1.1% | -2.4% | -1.5% |
| 3M | +2.3% | +4.8% | -2.5% | +1.4% |
| 6M | +16.9% | -10.6% | +27.5% | +18.5% |
| YTD | +15.6% | +3.4% | +12.2% | +14.3% |
| 1Y | +22.6% | +8.7% | +14.0% | +20.0% |
| 3Y | +93.5% | +35.0% | +58.6% | +80.7% |
| All | +94.0% | +197.4% | -103.3% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling