+28.5%
U vs Q
+75.8%
-47.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.9% |
| 7D | +24.4% | +4.0% | +20.4% | +23.0% |
| 30D | +7.4% | -2.3% | +9.7% | +7.6% |
| 3M | +16.8% | -7.9% | +24.7% | +18.2% |
| 6M | +78.8% | -16.0% | +94.7% | +79.6% |
| YTD | +14.0% | +51.7% | -37.7% | -12.7% |
| 1Y | +16.7% | +28.3% | -11.6% | +0.8% |
| All | +28.5% | +75.8% | -47.3% | +9.8% |
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