+96.2%
QQQ vs Z
-37.5%
+133.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.4% | +0.9% |
| 7D | +1.5% | -3.3% | +4.8% | +2.0% |
| 30D | -0.6% | -3.7% | +3.1% | -0.3% |
| 3M | +0.4% | -7.0% | +7.4% | +1.1% |
| 6M | +20.1% | -29.5% | +49.6% | +26.4% |
| YTD | +17.2% | -52.6% | +69.8% | +31.9% |
| 1Y | +24.7% | -64.0% | +88.7% | +47.3% |
| 3Y | +96.2% | -36.4% | +132.6% | +108.3% |
| All | +96.2% | -37.5% | +133.6% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling