+41.2%
ALL vs Q
+68.3%
-27.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | -0.2% |
| 7D | +5.0% | +1.2% | +3.9% | +5.3% |
| 30D | +13.3% | -2.7% | +16.0% | +13.4% |
| 3M | +3.2% | -16.9% | +20.1% | +1.1% |
| 6M | +25.3% | -26.9% | +52.2% | +22.3% |
| YTD | +30.5% | +45.2% | -14.8% | +34.9% |
| 1Y | +29.2% | +38.1% | -8.9% | +34.2% |
| All | +41.2% | +68.3% | -27.1% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling