+1,570.9%
QQQ vs BP
+251.4%
+1,319.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +0.4% | +3.9% | -3.6% | -0.9% |
| 30D | +0.2% | +7.6% | -7.4% | -2.2% |
| 3M | -2.8% | +0.7% | -3.5% | -3.6% |
| 6M | +18.0% | +15.5% | +2.5% | +11.1% |
| YTD | +17.3% | +30.8% | -13.5% | +5.7% |
| 1Y | +25.6% | +34.3% | -8.7% | +11.9% |
| 3Y | +93.7% | +35.1% | +58.7% | +69.2% |
| 5Y | +94.2% | +126.8% | -32.7% | +38.2% |
| 10Y | +557.9% | +123.4% | +434.5% | +335.0% |
| All | +1,570.9% | +251.4% | +1,319.5% | +744.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling