+26.3%
C vs Q
+80.0%
-53.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.1% |
| 7D | -0.4% | +6.6% | -7.0% | -1.8% |
| 30D | -5.3% | +2.7% | -8.1% | -6.1% |
| 3M | -8.0% | -8.4% | +0.4% | -6.7% |
| 6M | -0.3% | -17.3% | +17.1% | +2.1% |
| YTD | +8.6% | +55.3% | -46.7% | -3.3% |
| 1Y | +25.8% | +31.5% | -5.6% | +14.6% |
| All | +26.3% | +80.0% | -53.7% | +14.7% |
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