+7.5%
BAX vs Q
+75.3%
-67.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.3% | -6.1% | -4.0% |
| 7D | -2.4% | +6.7% | -9.2% | -3.1% |
| 30D | -9.7% | -10.6% | +0.9% | -8.7% |
| 3M | +29.3% | -14.6% | +43.9% | +29.4% |
| 6M | +40.7% | +12.1% | +28.6% | +32.0% |
| YTD | +30.3% | +51.3% | -21.0% | +24.2% |
| All | +7.5% | +75.3% | -67.8% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling