+96.2%
QQQ vs ES
+33.1%
+63.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +1.5% | +1.4% | +0.1% | +1.5% |
| 30D | -0.6% | -1.2% | +0.5% | -0.6% |
| 3M | +0.4% | +5.0% | -4.6% | +0.1% |
| 6M | +20.1% | -2.8% | +22.9% | +20.1% |
| YTD | +17.2% | +8.6% | +8.6% | +16.5% |
| 1Y | +24.7% | +18.9% | +5.8% | +22.9% |
| 3Y | +96.2% | +32.1% | +64.0% | +87.5% |
| All | +96.2% | +33.1% | +63.0% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling