+93.3%
QQQ vs A
+29.6%
+63.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | +1.0% | -4.4% | +5.4% | +2.2% |
| 30D | -0.6% | -2.7% | +2.0% | 0.0% |
| 3M | +1.3% | +7.0% | -5.7% | -0.8% |
| 6M | +18.1% | +24.6% | -6.5% | +10.2% |
| YTD | +16.9% | +7.0% | +9.9% | +14.1% |
| 1Y | +24.0% | +15.6% | +8.4% | +17.6% |
| All | +93.3% | +29.6% | +63.8% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling