+94.4%
QQQ vs ALL
+117.0%
-22.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | +1.5% | -1.7% | +3.2% | +1.7% |
| 30D | -0.6% | -4.7% | +4.0% | -0.1% |
| 3M | +0.4% | +18.4% | -17.9% | -2.4% |
| 6M | +20.1% | +20.5% | -0.4% | +16.0% |
| YTD | +17.2% | +23.5% | -6.3% | +12.6% |
| 1Y | +24.7% | +29.0% | -4.3% | +18.5% |
| 3Y | +96.2% | +153.7% | -57.5% | +57.4% |
| 5Y | +94.4% | +114.8% | -20.4% | +66.3% |
| All | +94.4% | +117.0% | -22.6% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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