+178.8%
QQQ vs U
-44.5%
+223.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +0.4% | -3.8% | +4.2% | +1.0% |
| 30D | +0.2% | +17.5% | -17.2% | -2.7% |
| 3M | -2.8% | +38.7% | -41.5% | -8.4% |
| 6M | +18.0% | +104.4% | -86.4% | +3.6% |
| YTD | +17.3% | -5.7% | +23.0% | +14.9% |
| 1Y | +25.6% | +3.7% | +21.9% | +19.7% |
| 3Y | +93.7% | +12.3% | +81.4% | +71.0% |
| 5Y | +94.2% | -68.8% | +163.0% | +90.9% |
| All | +178.8% | -44.5% | +223.2% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling