+1,788.2%
QQQ vs BR
+1,281.7%
+506.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +1.0% | -5.0% | +6.0% | +3.4% |
| 30D | -0.6% | -2.5% | +1.8% | +0.3% |
| 3M | +1.3% | +13.5% | -12.2% | -5.7% |
| 6M | +18.1% | -9.4% | +27.6% | +21.9% |
| YTD | +16.9% | -23.3% | +40.2% | +29.8% |
| 1Y | +24.0% | -31.6% | +55.6% | +45.4% |
| 3Y | +95.6% | -5.1% | +100.7% | +92.0% |
| 5Y | +94.5% | +8.2% | +86.3% | +76.7% |
| 10Y | +571.7% | +189.8% | +381.9% | +271.7% |
| All | +1,788.2% | +1,281.7% | +506.5% | +378.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling