+534.7%
QQQ vs Z
-16.5%
+551.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.9% |
| 7D | +3.6% | +0.8% | +2.8% | +3.4% |
| 30D | -6.7% | +5.2% | -11.9% | -8.1% |
| 3M | -7.0% | -17.0% | +10.0% | -4.5% |
| 6M | -4.7% | -22.7% | +18.0% | -1.3% |
| YTD | +11.1% | -56.3% | +67.4% | +27.8% |
| 1Y | +12.3% | -57.7% | +69.9% | +29.8% |
| 3Y | +83.3% | -16.5% | +99.9% | +77.7% |
| 5Y | +77.5% | -53.4% | +130.9% | +84.4% |
| All | +534.7% | -16.5% | +551.1% | +435.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling