+1,296.8%
QQQ vs BLK
+12,788.7%
-11,491.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -1.3% | -5.2% | +3.9% | +0.9% |
| 30D | -1.4% | -7.0% | +5.7% | +1.5% |
| 3M | +2.3% | +5.7% | -3.4% | -0.3% |
| 6M | +16.9% | +11.0% | +5.9% | +11.4% |
| YTD | +15.6% | +0.9% | +14.7% | +14.1% |
| 1Y | +22.6% | -1.6% | +24.2% | +21.9% |
| 3Y | +93.5% | +64.5% | +29.1% | +55.8% |
| 5Y | +93.9% | +30.9% | +63.1% | +69.6% |
| 10Y | +564.6% | +275.1% | +289.5% | +285.4% |
| All | +1,296.8% | +12,788.7% | -11,491.9% | +188.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling