+1,570.9%
QQQ vs ES
+1,039.5%
+531.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.4% | +0.3% | +0.1% | +0.2% |
| 30D | +0.2% | -2.0% | +2.2% | +0.9% |
| 3M | -2.8% | +1.7% | -4.5% | -3.7% |
| 6M | +18.0% | -3.5% | +21.5% | +18.7% |
| YTD | +17.3% | +7.9% | +9.4% | +13.1% |
| 1Y | +25.6% | +17.2% | +8.4% | +16.7% |
| 3Y | +93.7% | +29.3% | +64.4% | +68.6% |
| 5Y | +94.2% | -5.7% | +99.9% | +88.9% |
| 10Y | +557.9% | +85.2% | +472.6% | +369.6% |
| All | +1,570.9% | +1,039.5% | +531.4% | +535.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling