+94.5%
QQQ vs BE
+1,217.4%
-1,122.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | 0.0% |
| 7D | +1.0% | +23.9% | -22.9% | -1.5% |
| 30D | -0.6% | +27.8% | -28.5% | -3.6% |
| 3M | +1.3% | +3.7% | -2.4% | -0.8% |
| 6M | +18.1% | +78.0% | -59.8% | +7.3% |
| YTD | +16.9% | +209.9% | -193.0% | -1.6% |
| 1Y | +24.0% | +389.6% | -365.6% | -3.7% |
| 3Y | +95.6% | +1,730.6% | -1,635.0% | +18.0% |
| 5Y | +94.5% | +1,227.8% | -1,133.3% | +16.6% |
| All | +94.5% | +1,217.4% | -1,122.9% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling