+3,333.5%
QQQ vs NDAQ
+2,327.9%
+1,005.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.7% |
| 7D | +0.4% | -2.4% | +2.8% | +1.1% |
| 30D | +0.2% | +2.5% | -2.2% | -0.5% |
| 3M | -2.8% | +9.9% | -12.7% | -5.9% |
| 6M | +18.0% | +9.4% | +8.6% | +14.1% |
| YTD | +17.3% | +0.4% | +16.9% | +16.0% |
| 1Y | +25.6% | +4.0% | +21.6% | +22.7% |
| 3Y | +93.7% | +94.4% | -0.7% | +57.2% |
| 5Y | +94.2% | +56.7% | +37.4% | +67.2% |
| 10Y | +557.9% | +375.3% | +182.6% | +322.5% |
| All | +3,333.5% | +2,327.9% | +1,005.6% | +1,536.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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