+558.6%
QQQ vs BG
+166.7%
+391.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.2% |
| 7D | -0.6% | +3.1% | -3.7% | -1.2% |
| 30D | -1.2% | +10.2% | -11.4% | -3.2% |
| 3M | -0.2% | -1.7% | +1.5% | -0.2% |
| 6M | +17.9% | +1.0% | +16.9% | +16.9% |
| YTD | +16.6% | +39.9% | -23.3% | +7.7% |
| 1Y | +23.0% | +53.2% | -30.2% | +10.9% |
| 3Y | +92.9% | +16.3% | +76.7% | +82.2% |
| 5Y | +95.6% | +83.9% | +11.7% | +62.0% |
| All | +558.6% | +166.7% | +391.9% | +364.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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