+94.5%
QQQ vs U
-67.7%
+162.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.0% | +4.4% | -3.4% | +0.3% |
| 30D | -0.6% | -1.3% | +0.7% | -0.5% |
| 3M | +1.3% | +49.6% | -48.3% | -5.9% |
| 6M | +18.1% | +100.2% | -82.0% | +3.7% |
| YTD | +16.9% | -3.7% | +20.6% | +14.0% |
| 1Y | +24.0% | -6.5% | +30.5% | +20.4% |
| 3Y | +95.6% | +12.9% | +82.7% | +72.0% |
| 5Y | +94.5% | -68.3% | +162.8% | +93.9% |
| All | +94.5% | -67.7% | +162.2% | +93.9% |
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 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