+1,426.4%
QQQ vs BA
+699.1%
+727.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | -5.0% | +1.1% | -6.1% | -5.3% |
| 30D | -13.4% | -7.9% | -5.5% | -11.3% |
| 3M | -8.1% | -25.3% | +17.2% | +0.8% |
| 6M | -5.5% | -24.6% | +19.1% | +2.7% |
| YTD | +7.2% | -20.1% | +27.3% | +13.6% |
| 1Y | +7.8% | -11.8% | +19.5% | +10.1% |
| 3Y | +80.7% | -10.1% | +90.9% | +77.0% |
| 5Y | +69.6% | -22.7% | +92.3% | +69.2% |
| 10Y | +517.8% | +35.1% | +482.7% | +312.6% |
| All | +1,426.4% | +699.1% | +727.4% | +422.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling