+1,569.6%
QQQ vs BN
+9,896.3%
-8,326.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +1.0% |
| 7D | +1.5% | -1.2% | +2.7% | +2.0% |
| 30D | -0.6% | -10.9% | +10.3% | +4.1% |
| 3M | +0.4% | -11.1% | +11.5% | +5.2% |
| 6M | +20.1% | -4.4% | +24.4% | +21.6% |
| YTD | +17.2% | -14.1% | +31.4% | +23.6% |
| 1Y | +24.7% | -11.1% | +35.7% | +29.3% |
| 3Y | +96.2% | +75.6% | +20.6% | +50.7% |
| 5Y | +94.4% | +35.8% | +58.6% | +64.1% |
| 10Y | +556.7% | +261.6% | +295.1% | +264.2% |
| All | +1,569.6% | +9,896.3% | -8,326.7% | +262.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling