+78.2%
QQQ vs USB
+90.4%
-12.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -5.8% |
| 7D | -9.5% | -1.5% | -8.1% | -9.1% |
| 30D | -14.8% | +4.3% | -19.1% | -16.0% |
| 3M | -9.7% | -6.1% | -3.6% | -7.9% |
| 6M | -4.9% | +9.4% | -14.3% | -8.2% |
| YTD | +5.7% | +15.2% | -9.5% | -0.3% |
| 1Y | +4.3% | +32.8% | -28.5% | -6.8% |
| All | +78.2% | +90.4% | -12.2% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling