+534.7%
QQQ vs BN
+290.8%
+243.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.4% |
| 7D | +3.6% | -1.0% | +4.6% | +4.1% |
| 30D | -6.7% | +14.0% | -20.7% | -12.6% |
| 3M | -7.0% | -9.0% | +2.0% | -3.1% |
| 6M | -4.7% | -8.8% | +4.2% | -1.1% |
| YTD | +11.1% | -10.3% | +21.3% | +15.2% |
| 1Y | +12.3% | -5.8% | +18.1% | +13.7% |
| 3Y | +83.3% | +94.8% | -11.5% | +27.2% |
| 5Y | +77.5% | +31.5% | +46.0% | +45.8% |
| All | +534.7% | +290.8% | +243.9% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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