+10.1%
QQQ vs Q
+74.5%
-64.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.5% |
| 7D | +6.4% | +11.5% | -5.1% | +3.3% |
| 30D | -7.5% | -0.2% | -7.3% | -7.6% |
| 3M | -4.8% | -13.6% | +8.8% | -1.8% |
| 6M | -2.5% | -27.0% | +24.6% | +3.5% |
| YTD | +12.4% | +50.5% | -38.1% | +2.3% |
| 1Y | +11.3% | +33.8% | -22.4% | +3.6% |
| All | +10.1% | +74.5% | -64.4% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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