+2.1%
QQQI vs EFX
-5.6%
+7.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.8% | -6.5% | -5.6% |
| 7D | -8.5% | +8.1% | -16.6% | -8.3% |
| 30D | -12.7% | +36.0% | -48.8% | -12.4% |
| 3M | -7.7% | +9.6% | -17.3% | -7.4% |
| 6M | -4.6% | +14.7% | -19.4% | -4.5% |
| YTD | +2.1% | -9.9% | +11.9% | +4.7% |
| 1Y | +2.1% | -5.4% | +7.5% | +4.2% |
| All | +2.1% | -5.6% | +7.7% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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