+558.6%
QQQ vs BAH
+207.9%
+350.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.6% | +4.3% | -4.8% | -1.6% |
| 30D | -1.2% | -2.5% | +1.2% | -0.8% |
| 3M | -0.2% | -0.9% | +0.7% | -0.5% |
| 6M | +17.9% | +1.5% | +16.5% | +16.2% |
| YTD | +16.6% | -8.0% | +24.6% | +16.7% |
| 1Y | +23.0% | -24.7% | +47.7% | +29.6% |
| 3Y | +92.9% | -28.4% | +121.3% | +95.2% |
| 5Y | +95.6% | +2.8% | +92.8% | +68.1% |
| All | +558.6% | +207.9% | +350.6% | +324.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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