+552.9%
QQQ vs A
+247.2%
+305.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.5% |
| 7D | -1.3% | -4.6% | +3.3% | +0.9% |
| 30D | -1.4% | -4.3% | +2.9% | +0.5% |
| 3M | +2.3% | +8.9% | -6.7% | -2.3% |
| 6M | +16.9% | +24.5% | -7.6% | +3.3% |
| YTD | +15.6% | +5.8% | +9.8% | +10.4% |
| 1Y | +22.6% | +16.2% | +6.4% | +10.9% |
| 3Y | +93.5% | +28.5% | +65.1% | +58.3% |
| 5Y | +93.9% | -16.3% | +110.2% | +97.6% |
| All | +552.9% | +247.2% | +305.7% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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