+94.5%
QQQ vs EXPE
+89.3%
+5.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +1.0% | -11.5% | +12.5% | +3.7% |
| 30D | -0.6% | -13.1% | +12.4% | +2.2% |
| 3M | +1.3% | +18.1% | -16.8% | -3.5% |
| 6M | +18.1% | +13.3% | +4.9% | +13.0% |
| YTD | +16.9% | -3.2% | +20.1% | +15.1% |
| 1Y | +24.0% | +26.1% | -2.2% | +12.9% |
| 3Y | +95.6% | +151.7% | -56.1% | +41.2% |
| 5Y | +94.5% | +88.3% | +6.2% | +47.6% |
| All | +94.5% | +89.3% | +5.2% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling