-2.8%
NI vs Q
+79.8%
-82.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.2% |
| 7D | 0.0% | +4.9% | -4.9% | -0.2% |
| 30D | -1.4% | -11.0% | +9.6% | -0.8% |
| 3M | -10.6% | -15.2% | +4.6% | -10.2% |
| 6M | -9.3% | +8.8% | -18.2% | -10.9% |
| YTD | +1.1% | +55.1% | -53.9% | -3.7% |
| All | -2.8% | +79.8% | -82.5% | -5.4% |
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