+78.5%
QQQ vs U
-68.6%
+147.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | -1.5% | +24.4% | -25.9% | -5.4% |
| 30D | -10.2% | +7.4% | -17.6% | -11.7% |
| 3M | -6.3% | +16.8% | -23.1% | -9.4% |
| 6M | -4.9% | +78.8% | -83.7% | -15.0% |
| YTD | +10.2% | +14.0% | -3.8% | +3.8% |
| 1Y | +8.8% | +16.7% | -7.9% | +1.8% |
| 3Y | +81.4% | +86.4% | -5.0% | +44.8% |
| 5Y | +78.5% | -71.5% | +150.0% | +86.4% |
| All | +78.5% | -68.6% | +147.0% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling