+1,470.2%
QQQ vs BAH
+886.2%
+584.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.5% |
| 7D | +0.4% | -3.2% | +3.6% | +1.1% |
| 30D | +0.2% | +2.0% | -1.8% | -0.4% |
| 3M | -2.8% | -7.6% | +4.8% | -1.5% |
| 6M | +18.0% | -5.7% | +23.7% | +18.2% |
| YTD | +17.3% | -11.7% | +29.0% | +18.5% |
| 1Y | +25.6% | -27.4% | +53.0% | +32.9% |
| 3Y | +93.7% | -32.5% | +126.3% | +101.1% |
| 5Y | +94.2% | -3.3% | +97.5% | +77.2% |
| 10Y | +557.9% | +186.0% | +371.9% | +345.2% |
| All | +1,470.2% | +886.2% | +584.0% | +655.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling