+558.6%
QQQ vs B
+210.7%
+347.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.6% | -2.4% | +1.8% | -0.3% |
| 30D | -1.2% | +6.3% | -7.6% | -2.1% |
| 3M | -0.2% | +12.1% | -12.3% | -2.0% |
| 6M | +17.9% | -3.1% | +21.0% | +17.6% |
| YTD | +16.6% | +2.0% | +14.7% | +15.3% |
| 1Y | +23.0% | +51.7% | -28.7% | +15.5% |
| 3Y | +92.9% | +190.5% | -97.6% | +65.7% |
| 5Y | +95.6% | +158.0% | -62.4% | +67.9% |
| All | +558.6% | +210.7% | +347.9% | +461.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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