+92.9%
QQQ vs EWT
+198.4%
-105.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | -0.2% |
| 7D | -0.6% | -1.1% | +0.6% | +0.1% |
| 30D | -1.2% | +4.5% | -5.7% | -3.8% |
| 3M | -0.2% | +8.3% | -8.5% | -5.4% |
| 6M | +17.9% | +54.2% | -36.3% | -11.0% |
| YTD | +16.6% | +74.6% | -57.9% | -19.1% |
| 1Y | +23.0% | +84.9% | -61.9% | -18.0% |
| 3Y | +92.9% | +197.5% | -104.6% | -10.9% |
| All | +92.9% | +198.4% | -105.4% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 3y: compounded portfolio wealth divided by compounded EWT 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…
3y analysis · Full analysis span regression · 6 months rolling