+20.9%
XLP vs QQQI
+57.7%
-36.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -2.9% | +0.8% | -3.7% | -2.9% |
| 30D | -2.2% | +0.2% | -2.4% | -2.2% |
| 3M | -0.6% | +2.3% | -2.9% | -0.8% |
| 6M | -2.2% | +11.6% | -13.8% | -3.6% |
| YTD | +8.3% | +11.3% | -3.0% | +6.7% |
| 1Y | +5.7% | +17.4% | -11.7% | +3.2% |
| All | +20.9% | +57.7% | -36.8% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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