+37.9%
BAX vs Q
+27.2%
+10.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.0% |
| 7D | +0.4% | +11.5% | -11.1% | -0.8% |
| 30D | +3.4% | -0.2% | +3.6% | +3.3% |
| 3M | -4.5% | -13.6% | +9.1% | -3.1% |
| 6M | +44.0% | -27.0% | +71.1% | +48.7% |
| YTD | +34.9% | +50.5% | -15.7% | +25.9% |
| 1Y | +37.9% | +33.8% | +4.2% | +29.6% |
| All | +37.9% | +27.2% | +10.7% | +29.6% |
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 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