+93.9%
QQQ vs BBWI
-69.5%
+163.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -1.3% | -8.0% | +6.8% | +0.2% |
| 30D | -1.4% | -6.6% | +5.3% | -0.5% |
| 3M | +2.3% | -2.7% | +5.0% | +1.9% |
| 6M | +16.9% | -12.8% | +29.7% | +18.0% |
| YTD | +15.6% | -10.5% | +26.1% | +15.4% |
| 1Y | +22.6% | -35.3% | +58.0% | +29.6% |
| 3Y | +93.5% | -47.7% | +141.3% | +103.8% |
| 5Y | +93.9% | -68.9% | +162.8% | +138.0% |
| All | +93.9% | -69.5% | +163.4% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling