+1,570.9%
QQQ vs EXPD
+3,811.2%
-2,240.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +0.4% | -1.1% | +1.5% | +0.8% |
| 30D | +0.2% | +4.1% | -3.8% | -1.4% |
| 3M | -2.8% | +17.9% | -20.7% | -9.1% |
| 6M | +18.0% | +29.2% | -11.2% | +6.0% |
| YTD | +17.3% | +27.4% | -10.0% | +5.1% |
| 1Y | +25.6% | +56.8% | -31.2% | +2.9% |
| 3Y | +93.7% | +68.0% | +25.7% | +52.2% |
| 5Y | +94.2% | +61.9% | +32.3% | +52.9% |
| 10Y | +557.9% | +316.0% | +241.8% | +254.4% |
| All | +1,570.9% | +3,811.2% | -2,240.3% | +335.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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