+7.2%
NDAQ vs Q
+78.4%
-71.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.6% | -0.9% |
| 7D | -1.6% | +6.6% | -8.2% | -1.6% |
| 30D | -1.5% | -6.6% | +5.1% | -1.4% |
| 3M | +8.0% | -13.2% | +21.3% | +7.6% |
| 6M | +7.7% | +9.9% | -2.2% | +3.5% |
| YTD | -2.3% | +53.9% | -56.3% | -9.8% |
| All | +7.2% | +78.4% | -71.3% | -1.2% |
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