+503.4%
QQQ vs USB
+92.8%
+410.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -13.4% | +5.8% | -19.3% | -15.1% |
| 3M | -8.1% | -6.0% | -2.1% | -6.4% |
| 6M | -5.5% | +7.8% | -13.3% | -8.3% |
| YTD | +7.2% | +14.6% | -7.4% | +1.6% |
| 1Y | +7.8% | +31.8% | -24.0% | -2.6% |
| 3Y | +80.7% | +91.5% | -10.8% | +42.2% |
| 5Y | +69.6% | +22.0% | +47.6% | +52.1% |
| All | +503.4% | +92.8% | +410.6% | +391.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling