+86.1%
QQQ vs EXC
+30.0%
+56.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | -0.2% | -1.4% | +1.1% | -0.4% |
| 30D | -7.5% | +8.3% | -15.7% | -6.2% |
| 3M | -3.8% | +2.6% | -6.4% | -3.3% |
| 6M | -3.0% | +5.2% | -8.2% | -2.1% |
| YTD | +12.8% | +7.5% | +5.2% | +14.2% |
| 1Y | +11.6% | +3.2% | +8.4% | +12.6% |
| All | +86.1% | +30.0% | +56.1% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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