+77.5%
QQQ vs BEN
+28.2%
+49.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +3.6% | +6.8% | -3.2% | +0.7% |
| 30D | -6.7% | +18.0% | -24.7% | -13.2% |
| 3M | -7.0% | +7.5% | -14.5% | -10.0% |
| 6M | -4.7% | +14.7% | -19.4% | -10.5% |
| YTD | +11.1% | +56.1% | -45.0% | -9.5% |
| 1Y | +12.3% | +69.6% | -57.3% | -11.9% |
| 3Y | +83.3% | +87.7% | -4.4% | +29.3% |
| All | +77.5% | +28.2% | +49.3% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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