+16.7%
D vs Q
+80.0%
-63.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -0.3% |
| 7D | -2.4% | +6.6% | -9.0% | -2.0% |
| 30D | +9.0% | +2.7% | +6.3% | +9.4% |
| 3M | +1.0% | -8.4% | +9.3% | +1.1% |
| 6M | +11.0% | -17.3% | +28.3% | +10.9% |
| YTD | +19.8% | +55.3% | -35.5% | +21.5% |
| 1Y | +16.0% | +31.5% | -15.5% | +16.0% |
| All | +16.7% | +80.0% | -63.3% | +16.9% |
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