+552.9%
QQQ vs EW
+126.7%
+426.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.3% |
| 7D | -1.3% | -3.4% | +2.1% | -0.1% |
| 30D | -1.4% | -7.4% | +6.0% | +1.2% |
| 3M | +2.3% | +0.9% | +1.4% | +1.6% |
| 6M | +16.9% | +1.2% | +15.7% | +15.7% |
| YTD | +15.6% | +1.8% | +13.9% | +14.0% |
| 1Y | +22.6% | +10.8% | +11.8% | +17.1% |
| 3Y | +93.5% | +17.1% | +76.4% | +71.6% |
| 5Y | +93.9% | -28.2% | +122.1% | +103.8% |
| All | +552.9% | +126.7% | +426.1% | +363.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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