+558.6%
QQQ vs BBWI
-55.0%
+613.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | -0.1% |
| 7D | -0.6% | -4.8% | +4.3% | +0.1% |
| 30D | -1.2% | +3.5% | -4.7% | -2.0% |
| 3M | -0.2% | -0.3% | +0.1% | -0.8% |
| 6M | +17.9% | -5.4% | +23.3% | +17.3% |
| YTD | +16.6% | -4.7% | +21.4% | +15.5% |
| 1Y | +23.0% | -30.5% | +53.5% | +26.7% |
| 3Y | +92.9% | -44.3% | +137.3% | +99.8% |
| 5Y | +95.6% | -66.9% | +162.5% | +112.7% |
| All | +558.6% | -55.0% | +613.5% | +506.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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