+552.9%
QQQ vs Z
-6.2%
+559.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.5% |
| 7D | -1.3% | -11.6% | +10.3% | +1.1% |
| 30D | -1.4% | -8.5% | +7.1% | +0.1% |
| 3M | +2.3% | -7.9% | +10.2% | +3.1% |
| 6M | +16.9% | -29.1% | +46.0% | +23.7% |
| YTD | +15.6% | -54.2% | +69.8% | +32.9% |
| 1Y | +22.6% | -63.5% | +86.2% | +46.9% |
| 3Y | +93.5% | -38.6% | +132.1% | +101.2% |
| 5Y | +93.9% | -66.0% | +159.9% | +111.7% |
| All | +552.9% | -6.2% | +559.1% | +446.3% |
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