+57.3%
MAR vs Q
+68.3%
-11.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | -0.1% |
| 7D | +1.6% | +1.2% | +0.4% | +1.5% |
| 30D | +13.8% | -2.7% | +16.5% | +13.9% |
| 3M | +20.3% | -16.9% | +37.2% | +21.8% |
| 6M | +21.3% | -26.9% | +48.2% | +23.9% |
| YTD | +37.2% | +45.2% | -8.0% | +26.6% |
| 1Y | +48.4% | +38.1% | +10.3% | +38.6% |
| All | +57.3% | +68.3% | -11.0% | +50.2% |
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