+534.7%
QQQ vs EXPE
+123.5%
+411.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +3.6% | -0.5% | +4.1% | +3.7% |
| 30D | -6.7% | -6.1% | -0.6% | -5.9% |
| 3M | -7.0% | -21.3% | +14.3% | -2.9% |
| 6M | -4.7% | +19.0% | -23.7% | -9.9% |
| YTD | +11.1% | -8.4% | +19.5% | +9.9% |
| 1Y | +12.3% | -2.8% | +15.1% | +9.4% |
| 3Y | +83.3% | +120.8% | -37.4% | +41.4% |
| 5Y | +77.5% | +46.2% | +31.3% | +44.4% |
| All | +534.7% | +123.5% | +411.2% | +304.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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