+558.6%
QQQ vs BR
+189.7%
+368.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.6% | -3.0% | +2.4% | +0.9% |
| 30D | -1.2% | -0.3% | -0.9% | -1.3% |
| 3M | -0.2% | +17.3% | -17.5% | -8.8% |
| 6M | +17.9% | -6.7% | +24.6% | +20.4% |
| YTD | +16.6% | -23.4% | +40.1% | +31.4% |
| 1Y | +23.0% | -32.7% | +55.7% | +48.4% |
| 3Y | +92.9% | -5.9% | +98.9% | +89.2% |
| 5Y | +95.6% | +8.4% | +87.2% | +72.8% |
| All | +558.6% | +189.7% | +368.9% | +260.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling