+93.9%
QQQ vs EWT
+144.9%
-50.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | +0.7% |
| 7D | -1.3% | -1.1% | -0.2% | -0.5% |
| 30D | -1.4% | +4.8% | -6.1% | -4.6% |
| 3M | +2.3% | +11.1% | -8.9% | -5.8% |
| 6M | +16.9% | +54.6% | -37.7% | -16.6% |
| YTD | +15.6% | +71.4% | -55.8% | -24.1% |
| 1Y | +22.6% | +82.1% | -59.5% | -23.4% |
| 3Y | +93.5% | +193.2% | -99.7% | -22.0% |
| 5Y | +93.9% | +146.1% | -52.2% | -6.4% |
| All | +93.9% | +144.9% | -50.9% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling