-4.7%
QQQ vs Z
-23.8%
+19.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.4% |
| 7D | +3.6% | +0.8% | +2.8% | +3.6% |
| 30D | -6.7% | +5.2% | -11.9% | -6.4% |
| 3M | -7.0% | -17.0% | +10.0% | -6.3% |
| 6M | -4.7% | -22.7% | +18.0% | -2.2% |
| All | -4.7% | -23.8% | +19.1% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling