+15.3%
P vs Q
+74.5%
-59.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.1% | +6.4% | +5.1% |
| 7D | +17.8% | +11.5% | +6.3% | +10.7% |
| 30D | -29.9% | -0.2% | -29.7% | -29.4% |
| 3M | -1.2% | -13.6% | +12.4% | +6.4% |
| 6M | +32.1% | -27.0% | +59.2% | +52.2% |
| YTD | +64.3% | +50.5% | +13.8% | +31.5% |
| 1Y | +24.3% | +33.8% | -9.5% | +3.2% |
| All | +15.3% | +74.5% | -59.2% | -3.2% |
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