-77.4%
QS vs Q
+68.3%
-145.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.5% | -1.6% | -3.0% |
| 7D | -14.0% | +1.2% | -15.2% | -14.5% |
| 30D | -6.4% | -2.7% | -3.7% | -5.5% |
| 3M | -40.3% | -16.9% | -23.3% | -33.7% |
| 6M | -57.5% | -26.9% | -30.6% | -49.3% |
| YTD | -64.7% | +45.2% | -109.9% | -73.5% |
| 1Y | -72.9% | +38.1% | -111.0% | -79.2% |
| All | -77.4% | +68.3% | -145.7% | -81.9% |
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