+311.5%
QQQ vs BE
+1,374.6%
-1,063.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.8% | +0.2% |
| 7D | -0.6% | +9.0% | -9.6% | -1.5% |
| 30D | -1.2% | +16.3% | -17.5% | -2.9% |
| 3M | -0.2% | +10.8% | -11.0% | -2.7% |
| 6M | +17.9% | +73.2% | -55.3% | +8.6% |
| YTD | +16.6% | +217.4% | -200.7% | +0.1% |
| 1Y | +23.0% | +309.8% | -286.8% | +0.9% |
| 3Y | +92.9% | +1,726.2% | -1,633.2% | +26.8% |
| 5Y | +95.6% | +1,306.2% | -1,210.6% | +27.5% |
| All | +311.5% | +1,374.6% | -1,063.1% | +134.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling