+1,569.6%
QQQ vs BB
+472.4%
+1,097.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.5% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | -0.6% | -12.4% | +11.7% | +1.7% |
| 3M | +0.4% | -15.3% | +15.7% | +2.4% |
| 6M | +20.1% | +128.8% | -108.7% | -0.1% |
| YTD | +17.2% | +107.7% | -90.4% | -0.7% |
| 1Y | +24.7% | +103.9% | -79.2% | +5.3% |
| 3Y | +96.2% | +72.6% | +23.6% | +61.3% |
| 5Y | +94.4% | -24.3% | +118.6% | +80.4% |
| 10Y | +556.7% | +3.1% | +553.5% | +368.6% |
| All | +1,569.6% | +472.4% | +1,097.2% | +411.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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