+831.7%
QQQ vs EWT
+590.1%
+241.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +1.5% | +1.6% | -0.1% | +0.6% |
| 30D | -0.6% | +8.2% | -8.8% | -4.9% |
| 3M | +0.4% | +11.1% | -10.6% | -5.6% |
| 6M | +20.1% | +60.4% | -40.4% | -8.2% |
| YTD | +17.2% | +75.6% | -58.4% | -14.9% |
| 1Y | +24.7% | +91.3% | -66.6% | -13.7% |
| 3Y | +96.2% | +200.3% | -104.1% | +5.5% |
| 5Y | +94.4% | +156.4% | -62.0% | +14.4% |
| 10Y | +556.7% | +495.8% | +60.9% | +150.8% |
| All | +831.7% | +590.1% | +241.6% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling