+558.6%
QQQ vs XME
+421.4%
+137.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -0.6% | -4.2% | +3.6% | +1.0% |
| 30D | -1.2% | -2.7% | +1.5% | -0.4% |
| 3M | -0.2% | -3.9% | +3.7% | +0.9% |
| 6M | +17.9% | -1.0% | +18.9% | +17.3% |
| YTD | +16.6% | +9.8% | +6.8% | +10.8% |
| 1Y | +23.0% | +32.5% | -9.6% | +7.9% |
| 3Y | +92.9% | +124.3% | -31.4% | +36.0% |
| 5Y | +95.6% | +165.8% | -70.2% | +26.9% |
| All | +558.6% | +421.4% | +137.2% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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