+94.4%
QQQ vs B
+154.3%
-59.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +1.5% | +2.3% | -0.8% | +1.1% |
| 30D | -0.6% | +1.4% | -2.0% | -1.0% |
| 3M | +0.4% | +12.2% | -11.8% | -1.8% |
| 6M | +20.1% | -2.1% | +22.2% | +19.4% |
| YTD | +17.2% | +2.9% | +14.3% | +15.3% |
| 1Y | +24.7% | +55.3% | -30.6% | +15.0% |
| 3Y | +96.2% | +198.7% | -102.5% | +61.7% |
| 5Y | +94.4% | +153.8% | -59.4% | +57.8% |
| All | +94.4% | +154.3% | -59.9% | +57.8% |
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 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