+558.6%
QQQ vs BAX
-38.1%
+596.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.3% |
| 7D | -0.6% | -7.9% | +7.3% | +1.7% |
| 30D | -1.2% | -11.7% | +10.4% | +2.1% |
| 3M | -0.2% | +16.2% | -16.4% | -5.1% |
| 6M | +17.9% | +32.0% | -14.1% | +7.4% |
| YTD | +16.6% | +24.7% | -8.1% | +6.9% |
| 1Y | +23.0% | -2.6% | +25.6% | +20.9% |
| 3Y | +92.9% | -35.0% | +127.9% | +108.3% |
| 5Y | +95.6% | -67.6% | +163.2% | +180.8% |
| All | +558.6% | -38.1% | +596.7% | +628.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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