+291.7%
QQQ vs BE
+926.7%
-635.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.7% |
| 7D | +3.6% | +10.8% | -7.2% | +2.4% |
| 30D | -6.7% | -19.8% | +13.1% | -5.0% |
| 3M | -7.0% | -18.7% | +11.7% | -5.9% |
| 6M | -4.7% | -33.7% | +29.1% | -3.1% |
| YTD | +11.1% | +121.0% | -109.9% | -1.8% |
| 1Y | +12.3% | +85.4% | -73.1% | +0.3% |
| 3Y | +83.3% | +1,709.5% | -1,626.2% | +19.8% |
| 5Y | +77.5% | +462.2% | -384.7% | +25.8% |
| All | +291.7% | +926.7% | -635.0% | +129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling