+1,426.4%
QQQ vs EXPD
+3,724.4%
-2,298.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.3% |
| 7D | -5.0% | -7.2% | +2.2% | -2.2% |
| 30D | -13.4% | -3.3% | -10.1% | -12.3% |
| 3M | -8.1% | +3.4% | -11.5% | -9.5% |
| 6M | -5.5% | +22.7% | -28.2% | -13.1% |
| YTD | +7.2% | +24.5% | -17.4% | -3.3% |
| 1Y | +7.8% | +38.6% | -30.9% | -6.9% |
| 3Y | +80.7% | +71.5% | +9.2% | +40.6% |
| 5Y | +69.6% | +56.2% | +13.3% | +35.5% |
| 10Y | +517.8% | +310.5% | +207.3% | +234.1% |
| All | +1,426.4% | +3,724.4% | -2,298.0% | +301.0% |
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