+534.7%
QQQ vs BP
+143.9%
+390.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +3.6% | +3.8% | -0.2% | +2.8% |
| 30D | -6.7% | -5.3% | -1.4% | -5.7% |
| 3M | -7.0% | +9.3% | -16.3% | -9.2% |
| 6M | -4.7% | +7.2% | -11.9% | -6.9% |
| YTD | +11.1% | +38.0% | -27.0% | +1.2% |
| 1Y | +12.3% | +33.2% | -20.9% | +3.1% |
| 3Y | +83.3% | +50.3% | +33.0% | +61.1% |
| 5Y | +77.5% | +114.1% | -36.6% | +39.4% |
| All | +534.7% | +143.9% | +390.8% | +419.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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