+18.6%
AR vs Q
+68.3%
-49.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | -0.1% |
| 7D | +7.4% | +1.2% | +6.2% | +7.5% |
| 30D | +5.8% | -2.7% | +8.4% | +5.6% |
| 3M | +5.2% | -16.9% | +22.2% | +4.2% |
| 6M | +5.4% | -26.9% | +32.3% | +4.5% |
| YTD | +12.4% | +45.2% | -32.8% | +7.8% |
| 1Y | +12.8% | +38.1% | -25.3% | +11.9% |
| All | +18.6% | +68.3% | -49.7% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling