+77.1%
QQQ vs B
+147.6%
-70.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +2.9% |
| 7D | -0.3% | +11.3% | -11.6% | -2.0% |
| 30D | -9.6% | +2.9% | -12.5% | -10.1% |
| 3M | -5.9% | -2.9% | -3.1% | -5.8% |
| 6M | -4.3% | -1.2% | -3.1% | -4.8% |
| YTD | +11.0% | -1.3% | +12.3% | +9.7% |
| 1Y | +11.9% | +30.4% | -18.5% | +6.0% |
| 3Y | +86.7% | +195.3% | -108.6% | +53.1% |
| 5Y | +77.1% | +146.2% | -69.2% | +46.4% |
| All | +77.1% | +147.6% | -70.5% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling