+11.3%
QQQ vs USB
+31.5%
-20.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +6.4% | +1.2% | +5.1% | +6.1% |
| 30D | -7.5% | +6.3% | -13.7% | -8.4% |
| 3M | -4.8% | -6.1% | +1.3% | -3.6% |
| 6M | -2.5% | +13.0% | -15.5% | -4.8% |
| YTD | +12.4% | +16.6% | -4.2% | +7.4% |
| 1Y | +11.3% | +31.1% | -19.8% | +3.2% |
| All | +11.3% | +31.5% | -20.1% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling