+33.7%
ALL vs Q
+75.3%
-41.6%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -2.0% |
| 7D | -1.7% | +6.7% | -8.5% | -0.7% |
| 30D | -4.7% | -10.6% | +5.9% | -6.0% |
| 3M | +18.4% | -14.6% | +33.0% | +16.3% |
| 6M | +20.5% | +12.1% | +8.4% | +20.8% |
| YTD | +23.5% | +51.3% | -27.7% | +27.8% |
| All | +33.7% | +75.3% | -41.6% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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