+23.0%
QQQ vs Z
-62.2%
+85.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.6% |
| 7D | -0.6% | -6.0% | +5.5% | -0.2% |
| 30D | -1.2% | -2.3% | +1.1% | -1.2% |
| 3M | -0.2% | -0.6% | +0.4% | -0.3% |
| 6M | +17.9% | -27.6% | +45.5% | +21.4% |
| YTD | +16.6% | -52.4% | +69.0% | +23.8% |
| 1Y | +23.0% | -63.6% | +86.6% | +29.2% |
| All | +23.0% | -62.2% | +85.2% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling