+96.3%
QQQ vs B
+202.3%
-106.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | +0.4% | -1.6% | +1.9% | +0.6% |
| 30D | +0.2% | +9.4% | -9.2% | -1.4% |
| 3M | -2.8% | +5.0% | -7.8% | -4.0% |
| 6M | +18.0% | -3.5% | +21.5% | +17.4% |
| YTD | +17.3% | +4.5% | +12.9% | +15.1% |
| 1Y | +25.6% | +67.8% | -42.2% | +15.0% |
| All | +96.3% | +202.3% | -106.0% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling