+25.6%
QQQ vs ES
+16.6%
+9.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | +0.2% | -2.0% | +2.2% | +0.1% |
| 3M | -2.8% | +1.7% | -4.5% | -2.9% |
| 6M | +18.0% | -3.5% | +21.5% | +17.9% |
| YTD | +17.3% | +7.9% | +9.4% | +17.0% |
| 1Y | +25.6% | +17.2% | +8.4% | +23.4% |
| All | +25.6% | +16.6% | +9.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling