+94.5%
QQQ vs EW
-29.9%
+124.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.0% | -5.1% | +6.1% | +2.5% |
| 30D | -0.6% | -6.4% | +5.7% | +1.2% |
| 3M | +1.3% | -1.6% | +2.9% | +1.5% |
| 6M | +18.1% | +2.3% | +15.9% | +16.7% |
| YTD | +16.9% | +1.1% | +15.8% | +15.7% |
| 1Y | +24.0% | +8.0% | +16.0% | +20.1% |
| 3Y | +95.6% | +16.3% | +79.3% | +74.9% |
| 5Y | +94.5% | -29.4% | +123.9% | +110.8% |
| All | +94.5% | -29.9% | +124.4% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling