+22.6%
QQQ vs EXPE
+28.4%
-5.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -1.2% |
| 7D | -1.3% | -8.7% | +7.4% | -0.8% |
| 30D | -1.4% | -13.6% | +12.3% | -0.6% |
| 3M | +2.3% | +26.6% | -24.4% | -0.2% |
| 6M | +16.9% | +19.9% | -3.1% | +14.2% |
| YTD | +15.6% | -1.7% | +17.3% | +14.8% |
| 1Y | +22.6% | +29.4% | -6.8% | +19.5% |
| All | +22.6% | +28.4% | -5.8% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling