+79.6%
QQQ vs BP
+112.5%
-32.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.5% |
| 7D | +6.4% | +2.5% | +3.8% | +5.9% |
| 30D | -7.5% | -5.6% | -1.9% | -6.7% |
| 3M | -4.8% | +8.0% | -12.9% | -6.3% |
| 6M | -2.5% | +5.7% | -8.1% | -3.9% |
| YTD | +12.4% | +36.8% | -24.4% | +3.9% |
| 1Y | +11.3% | +30.7% | -19.4% | +3.9% |
| 3Y | +85.0% | +51.6% | +33.4% | +64.3% |
| 5Y | +79.6% | +112.2% | -32.6% | +43.4% |
| All | +79.6% | +112.5% | -32.9% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling