+25.6%
QQQ vs BE
+379.4%
-353.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.4% | -7.2% | -0.5% |
| 7D | +0.4% | +20.0% | -19.6% | -1.4% |
| 30D | +0.2% | +7.9% | -7.7% | -0.7% |
| 3M | -2.8% | -13.2% | +10.4% | -3.0% |
| 6M | +18.0% | +53.5% | -35.5% | +11.2% |
| YTD | +17.3% | +191.0% | -173.7% | +5.2% |
| 1Y | +25.6% | +360.5% | -334.9% | +12.0% |
| All | +25.6% | +379.4% | -353.8% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 1y: compounded portfolio wealth divided by compounded BE 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…
1y analysis · Full analysis span regression · 6 months rolling