+1,770.4%
QQQ vs BND
+76.2%
+1,694.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -0.6% | -0.2% | -0.4% | -0.6% |
| 3M | +1.3% | -0.7% | +2.0% | +1.3% |
| 6M | +18.1% | -1.7% | +19.8% | +18.0% |
| YTD | +16.9% | -0.5% | +17.4% | +16.9% |
| 1Y | +24.0% | +0.4% | +23.6% | +24.0% |
| 3Y | +95.6% | +13.1% | +82.5% | +97.4% |
| 5Y | +94.5% | -2.1% | +96.6% | +84.7% |
| 10Y | +571.7% | +15.7% | +556.0% | +619.2% |
| All | +1,770.4% | +76.2% | +1,694.2% | +2,479.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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