+91.3%
QQQ vs COST
+69.9%
+21.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | -1.3% | -2.5% | +1.2% | -0.5% |
| 30D | -1.4% | -4.4% | +3.1% | -0.1% |
| 3M | +2.3% | -8.1% | +10.4% | +4.7% |
| 6M | +16.9% | -9.2% | +26.1% | +19.6% |
| YTD | +15.6% | +5.1% | +10.5% | +10.5% |
| 1Y | +22.6% | -5.1% | +27.7% | +22.6% |
| All | +91.3% | +69.9% | +21.4% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 3y: compounded portfolio wealth divided by compounded COST 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…
3y analysis · Full analysis span regression · 6 months rolling