+95.7%
QQQ vs COST
+104.4%
-8.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -0.6% | -1.2% | +0.6% | 0.0% |
| 30D | -1.2% | -4.7% | +3.5% | +1.0% |
| 3M | -0.2% | -7.1% | +6.9% | +2.9% |
| 6M | +17.9% | -8.5% | +26.5% | +21.8% |
| YTD | +16.6% | +5.4% | +11.3% | +10.7% |
| 1Y | +23.0% | -5.6% | +28.6% | +24.0% |
| 3Y | +92.9% | +68.5% | +24.5% | +32.7% |
| All | +95.7% | +104.4% | -8.7% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling