-22.3%
BA vs Q
+75.8%
-98.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.7% |
| 7D | 0.0% | +4.0% | -4.0% | -0.6% |
| 30D | -8.9% | -2.3% | -6.6% | -8.7% |
| 3M | -25.5% | -7.9% | -17.6% | -24.8% |
| 6M | -27.0% | -16.0% | -11.0% | -26.2% |
| YTD | -20.1% | +51.7% | -71.8% | -28.6% |
| 1Y | -11.0% | +28.3% | -39.3% | -21.6% |
| All | -22.3% | +75.8% | -98.1% | -31.6% |
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