+12.3%
QQQ vs BR
-14.2%
+26.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +1.2% |
| 7D | -4.6% | +7.0% | -11.6% | -4.1% |
| 30D | -8.5% | +19.0% | -27.5% | -7.4% |
| 3M | -4.3% | +13.1% | -17.4% | -3.3% |
| 6M | +3.1% | +24.6% | -21.6% | +5.6% |
| YTD | +13.0% | -13.6% | +26.6% | +16.6% |
| 1Y | +12.3% | -13.1% | +25.4% | +16.2% |
| All | +12.3% | -14.2% | +26.5% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling