+1,846.6%
QQQ vs VRSK
+585.1%
+1,261.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -1.3% | -7.7% | +6.5% | +2.0% |
| 30D | -1.4% | -2.8% | +1.5% | -0.5% |
| 3M | +2.3% | -3.7% | +6.0% | +2.3% |
| 6M | +16.9% | -12.8% | +29.6% | +20.9% |
| YTD | +15.6% | -21.0% | +36.6% | +24.2% |
| 1Y | +22.6% | -32.5% | +55.1% | +40.8% |
| 3Y | +93.5% | -26.5% | +120.1% | +107.5% |
| 5Y | +93.9% | -11.5% | +105.4% | +86.4% |
| 10Y | +564.6% | +125.7% | +438.9% | +317.3% |
| All | +1,846.6% | +585.1% | +1,261.6% | +713.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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