-22.2%
BA vs Q
+66.4%
-88.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.8% | -0.4% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -7.9% | -9.8% | +1.9% | -6.6% |
| 3M | -25.3% | -12.2% | -13.1% | -24.0% |
| 6M | -24.6% | -21.6% | -3.0% | -23.0% |
| YTD | -20.1% | +43.6% | -63.7% | -28.0% |
| 1Y | -11.8% | +25.7% | -37.4% | -21.7% |
| All | -22.2% | +66.4% | -88.6% | -31.0% |
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