+538.0%
QQQ vs B
+203.3%
+334.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.5% |
| 7D | -0.2% | -2.7% | +2.4% | +0.1% |
| 30D | -7.5% | -4.3% | -3.1% | -7.0% |
| 3M | -3.8% | -2.3% | -1.5% | -3.8% |
| 6M | -3.0% | -16.2% | +13.2% | -1.3% |
| YTD | +12.8% | -8.8% | +21.6% | +13.0% |
| 1Y | +11.6% | +11.4% | +0.2% | +8.9% |
| 3Y | +85.6% | +174.3% | -88.7% | +59.8% |
| 5Y | +82.1% | +116.2% | -34.1% | +58.8% |
| 10Y | +538.0% | +222.7% | +315.2% | +442.3% |
| All | +538.0% | +203.3% | +334.6% | +442.3% |
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