+851.2%
QQQ vs EXEL
+264.7%
+586.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | +1.5% | +1.4% | +0.1% | +1.3% |
| 30D | -0.6% | +6.7% | -7.3% | -1.7% |
| 3M | +0.4% | +11.5% | -11.0% | -1.5% |
| 6M | +20.1% | +38.8% | -18.7% | +13.7% |
| YTD | +17.2% | +31.6% | -14.4% | +11.7% |
| 1Y | +24.7% | +53.0% | -28.3% | +15.7% |
| 3Y | +96.2% | +160.8% | -64.7% | +64.1% |
| 5Y | +94.4% | +190.1% | -95.7% | +58.5% |
| 10Y | +556.7% | +367.0% | +189.7% | +360.6% |
| All | +851.2% | +264.7% | +586.5% | +312.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling