+552.9%
QQQ vs BP
+137.6%
+415.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.3% |
| 7D | -1.3% | +5.7% | -7.0% | -2.5% |
| 30D | -1.4% | +8.1% | -9.4% | -3.2% |
| 3M | +2.3% | +8.6% | -6.3% | 0.0% |
| 6M | +16.9% | +18.1% | -1.2% | +11.3% |
| YTD | +15.6% | +37.6% | -22.0% | +5.7% |
| 1Y | +22.6% | +39.4% | -16.8% | +11.5% |
| 3Y | +93.5% | +40.1% | +53.5% | +73.4% |
| 5Y | +93.9% | +141.3% | -47.4% | +47.5% |
| All | +552.9% | +137.6% | +415.2% | +415.5% |
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