+558.6%
QQQ vs EXEL
+375.2%
+183.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.2% |
| 7D | -0.6% | -4.9% | +4.3% | +0.2% |
| 30D | -1.2% | +11.4% | -12.6% | -3.0% |
| 3M | -0.2% | +4.9% | -5.1% | -1.2% |
| 6M | +17.9% | +34.4% | -16.5% | +11.7% |
| YTD | +16.6% | +28.0% | -11.4% | +11.2% |
| 1Y | +23.0% | +43.6% | -20.7% | +14.6% |
| 3Y | +92.9% | +155.2% | -62.3% | +58.8% |
| 5Y | +95.6% | +181.2% | -85.6% | +56.1% |
| All | +558.6% | +375.2% | +183.4% | +396.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling