+558.6%
QQQ vs ETR
+296.9%
+261.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.6% | -1.8% | +1.2% | 0.0% |
| 30D | -1.2% | -1.8% | +0.5% | -0.7% |
| 3M | -0.2% | -3.6% | +3.4% | +0.7% |
| 6M | +17.9% | +2.6% | +15.3% | +16.3% |
| YTD | +16.6% | +16.0% | +0.6% | +10.5% |
| 1Y | +23.0% | +20.1% | +2.8% | +15.1% |
| 3Y | +92.9% | +143.6% | -50.6% | +40.1% |
| 5Y | +95.6% | +124.4% | -28.8% | +44.8% |
| All | +558.6% | +296.9% | +261.7% | +335.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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