+1,570.9%
QQQ vs EXC
+747.9%
+823.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.5% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +0.2% | -3.7% | +4.0% | +1.3% |
| 3M | -2.8% | -1.3% | -1.5% | -2.8% |
| 6M | +18.0% | -9.7% | +27.7% | +20.9% |
| YTD | +17.3% | +2.9% | +14.4% | +15.3% |
| 1Y | +25.6% | +4.4% | +21.2% | +22.7% |
| 3Y | +93.7% | +22.2% | +71.5% | +77.1% |
| 5Y | +94.2% | +46.7% | +47.4% | +66.4% |
| 10Y | +557.9% | +155.3% | +402.5% | +366.2% |
| All | +1,570.9% | +747.9% | +823.0% | +833.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling