+556.7%
QQQ vs BA
+73.1%
+483.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.5% | +2.5% | -1.0% | +0.9% |
| 30D | -0.6% | -10.1% | +9.5% | +2.1% |
| 3M | +0.4% | -2.4% | +2.8% | +0.8% |
| 6M | +20.1% | -8.8% | +28.9% | +22.2% |
| YTD | +17.2% | -2.9% | +20.2% | +17.2% |
| 1Y | +24.7% | -8.8% | +33.4% | +26.2% |
| 3Y | +96.2% | -0.3% | +96.4% | +88.9% |
| 5Y | +94.4% | -0.3% | +94.7% | +81.7% |
| 10Y | +556.7% | +72.3% | +484.4% | +401.9% |
| All | +556.7% | +73.1% | +483.6% | +401.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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