+17.9%
QQQ vs BLK
+13.1%
+4.8%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.4% |
| 7D | -0.6% | -3.3% | +2.7% | +0.4% |
| 30D | -1.2% | -6.5% | +5.3% | +0.8% |
| 3M | -0.2% | +6.7% | -7.0% | -2.2% |
| 6M | +17.9% | +14.7% | +3.2% | +9.2% |
| All | +17.9% | +13.1% | +4.8% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 6mo: compounded portfolio wealth divided by compounded BLK 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…
6mo analysis · Full analysis span regression · 6 months rolling