+40.7%
ALL vs Q
+74.5%
-33.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +1.2% |
| 7D | 0.0% | +11.5% | -11.5% | +2.0% |
| 30D | +12.8% | -0.2% | +13.0% | +13.3% |
| 3M | +4.7% | -13.6% | +18.3% | +3.3% |
| 6M | +24.9% | -27.0% | +52.0% | +22.4% |
| YTD | +30.0% | +50.5% | -20.5% | +35.2% |
| 1Y | +29.9% | +33.8% | -3.8% | +35.7% |
| All | +40.7% | +74.5% | -33.8% | +47.0% |
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