+25.2%
B vs Q
+80.0%
-54.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.2% |
| 7D | -2.7% | +6.6% | -9.2% | -4.5% |
| 30D | -4.3% | +2.7% | -7.1% | -5.3% |
| 3M | -2.3% | -8.4% | +6.1% | -0.6% |
| 6M | -16.2% | -17.3% | +1.1% | -13.5% |
| YTD | -8.8% | +55.3% | -64.1% | -14.8% |
| 1Y | +11.4% | +31.5% | -20.1% | +7.2% |
| All | +25.2% | +80.0% | -54.8% | +20.4% |
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