+96.2%
QQQ vs U
+11.6%
+84.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.4% |
| 7D | +1.5% | +4.5% | -3.0% | +0.9% |
| 30D | -0.6% | -0.6% | -0.1% | -0.6% |
| 3M | +0.4% | +48.4% | -48.0% | -5.1% |
| 6M | +20.1% | +115.4% | -95.3% | +7.6% |
| YTD | +17.2% | -3.2% | +20.4% | +15.3% |
| 1Y | +24.7% | -6.0% | +30.7% | +22.2% |
| 3Y | +96.2% | +13.5% | +82.7% | +72.9% |
| All | +96.2% | +11.6% | +84.6% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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