+2,038.4%
QQQ vs EXPE
+851.4%
+1,187.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | +0.4% | -9.5% | +9.9% | +2.7% |
| 30D | +0.2% | -6.6% | +6.9% | +1.6% |
| 3M | -2.8% | +31.4% | -34.2% | -9.8% |
| 6M | +18.0% | +35.2% | -17.2% | +7.9% |
| YTD | +17.3% | +5.8% | +11.5% | +13.0% |
| 1Y | +25.6% | +38.7% | -13.1% | +12.1% |
| 3Y | +93.7% | +175.8% | -82.0% | +40.4% |
| 5Y | +94.2% | +111.8% | -17.7% | +44.7% |
| 10Y | +557.9% | +179.7% | +378.1% | +314.9% |
| All | +2,038.4% | +851.4% | +1,187.0% | +609.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling