+95.7%
QQQ vs BG
+81.8%
+13.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | -0.6% | +3.1% | -3.7% | -1.0% |
| 30D | -1.2% | +10.2% | -11.4% | -2.6% |
| 3M | -0.2% | -1.7% | +1.5% | -0.1% |
| 6M | +17.9% | +1.0% | +16.9% | +17.3% |
| YTD | +16.6% | +39.9% | -23.3% | +9.8% |
| 1Y | +23.0% | +53.2% | -30.2% | +13.5% |
| 3Y | +92.9% | +16.3% | +76.7% | +84.8% |
| All | +95.7% | +81.8% | +13.9% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling