+37.8%
ALL vs Q
+75.8%
-38.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +2.7% |
| 7D | -0.1% | +4.0% | -4.1% | +0.7% |
| 30D | +13.8% | -2.3% | +16.2% | +14.0% |
| 3M | -2.8% | -7.9% | +5.2% | -3.1% |
| 6M | +23.7% | -16.0% | +39.6% | +22.3% |
| YTD | +27.3% | +51.7% | -24.4% | +32.5% |
| 1Y | +30.5% | +28.3% | +2.2% | +36.5% |
| All | +37.8% | +75.8% | -38.1% | +44.1% |
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