+77.5%
QQQ vs A
+11.8%
+65.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.4% |
| 7D | +3.6% | -0.5% | +4.1% | +3.8% |
| 30D | -6.7% | 0.0% | -6.7% | -6.7% |
| 3M | -7.0% | +16.7% | -23.7% | -12.5% |
| 6M | -4.7% | +54.8% | -59.5% | -20.5% |
| YTD | +11.1% | +28.8% | -17.8% | -0.5% |
| 1Y | +12.3% | +19.3% | -7.0% | +3.8% |
| 3Y | +83.3% | +65.5% | +17.8% | +38.3% |
| All | +77.5% | +11.8% | +65.7% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling