+313.8%
QQQ vs BE
+1,252.2%
-938.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.4% | -7.2% | -0.6% |
| 7D | +0.4% | +20.0% | -19.6% | -1.5% |
| 30D | +0.2% | +7.9% | -7.7% | -0.8% |
| 3M | -2.8% | -13.2% | +10.4% | -2.9% |
| 6M | +18.0% | +53.5% | -35.5% | +9.9% |
| YTD | +17.3% | +191.0% | -173.7% | +1.6% |
| 1Y | +25.6% | +360.5% | -334.9% | +1.7% |
| 3Y | +93.7% | +1,568.0% | -1,474.3% | +28.6% |
| 5Y | +94.2% | +1,055.2% | -961.0% | +29.0% |
| All | +313.8% | +1,252.2% | -938.4% | +137.9% |
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