+77.5%
QQQ vs USB
+25.1%
+52.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +3.6% | +2.6% | +1.0% | +2.8% |
| 30D | -6.7% | +8.4% | -15.1% | -9.2% |
| 3M | -7.0% | -5.5% | -1.5% | -5.4% |
| 6M | -4.7% | +17.7% | -22.4% | -10.1% |
| YTD | +11.1% | +17.6% | -6.5% | +4.4% |
| 1Y | +12.3% | +33.9% | -21.6% | +0.9% |
| 3Y | +83.3% | +103.8% | -20.5% | +41.3% |
| All | +77.5% | +25.1% | +52.5% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling