+95.7%
QQQ vs ET
+241.8%
-146.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | -1.2% | +2.9% | -4.1% | -2.2% |
| 3M | -0.2% | +16.8% | -17.0% | -5.7% |
| 6M | +17.9% | +18.9% | -1.0% | +10.3% |
| YTD | +16.6% | +37.7% | -21.1% | +3.0% |
| 1Y | +23.0% | +32.4% | -9.5% | +10.1% |
| 3Y | +92.9% | +99.5% | -6.5% | +48.4% |
| All | +95.7% | +241.8% | -146.0% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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