+1,564.8%
QQQ vs ETN
+6,375.8%
-4,811.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.5% |
| 7D | +1.0% | +6.2% | -5.2% | -1.8% |
| 30D | -0.6% | -6.7% | +6.1% | +2.3% |
| 3M | +1.3% | +3.6% | -2.3% | -1.4% |
| 6M | +18.1% | +18.3% | -0.2% | +7.3% |
| YTD | +16.9% | +31.5% | -14.6% | +0.5% |
| 1Y | +24.0% | +20.6% | +3.4% | +10.5% |
| 3Y | +95.6% | +82.5% | +13.1% | +39.6% |
| 5Y | +94.5% | +177.8% | -83.3% | +12.7% |
| 10Y | +571.7% | +705.0% | -133.3% | +123.9% |
| All | +1,564.8% | +6,375.8% | -4,811.0% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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