+538.0%
QQQ vs ES
+92.3%
+445.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -7.5% | +6.7% | -14.2% | -9.1% |
| 3M | -3.8% | +0.3% | -4.1% | -4.1% |
| 6M | -3.0% | +7.4% | -10.4% | -5.3% |
| YTD | +12.8% | +8.4% | +4.4% | +9.4% |
| 1Y | +11.6% | +0.6% | +11.0% | +10.1% |
| 3Y | +85.6% | +50.6% | +34.9% | +58.0% |
| 5Y | +82.1% | +4.8% | +77.3% | +74.3% |
| 10Y | +538.0% | +93.1% | +444.9% | +447.1% |
| All | +538.0% | +92.3% | +445.7% | +447.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling