+534.7%
QQQ vs B
+216.6%
+318.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +3.6% | -7.3% | +10.9% | +4.7% |
| 30D | -6.7% | -3.3% | -3.4% | -6.4% |
| 3M | -7.0% | -7.8% | +0.7% | -6.2% |
| 6M | -4.7% | -15.5% | +10.9% | -3.0% |
| YTD | +11.1% | -12.3% | +23.3% | +11.8% |
| 1Y | +12.3% | +5.4% | +6.9% | +10.4% |
| 3Y | +83.3% | +165.5% | -82.2% | +58.6% |
| 5Y | +77.5% | +107.0% | -29.5% | +55.6% |
| All | +534.7% | +216.6% | +318.1% | +442.2% |
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