+1,501.1%
QQQ vs EXC
+786.6%
+714.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +6.4% | -1.9% | +8.3% | +6.9% |
| 30D | -7.5% | +7.8% | -15.2% | -9.6% |
| 3M | -4.8% | +1.9% | -6.7% | -5.6% |
| 6M | -2.5% | +3.4% | -5.9% | -4.0% |
| YTD | +12.4% | +7.6% | +4.8% | +8.8% |
| 1Y | +11.3% | +2.1% | +9.2% | +9.4% |
| 3Y | +85.0% | +29.6% | +55.4% | +66.0% |
| 5Y | +79.6% | +39.5% | +40.1% | +56.3% |
| 10Y | +535.9% | +200.2% | +335.7% | +330.1% |
| All | +1,501.1% | +786.6% | +714.5% | +780.8% |
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