+1,405.4%
QQQ vs USB
+399.3%
+1,006.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.1% |
| 3M | -9.7% | -6.1% | -3.6% | -8.0% |
| 6M | -4.9% | +9.4% | -14.3% | -8.1% |
| YTD | +5.7% | +15.2% | -9.5% | +0.1% |
| 1Y | +4.3% | +32.8% | -28.5% | -5.8% |
| 3Y | +79.0% | +91.3% | -12.3% | +41.1% |
| 5Y | +67.3% | +22.7% | +44.6% | +49.0% |
| 10Y | +509.2% | +97.0% | +412.2% | +337.9% |
| All | +1,405.4% | +399.3% | +1,006.0% | +543.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling