+12.9%
D vs Q
+71.3%
-58.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | +1.5% | +0.2% | +1.2% | +1.5% |
| 30D | -2.6% | -11.1% | +8.5% | -2.8% |
| 3M | 0.0% | -22.1% | +22.1% | -0.5% |
| 6M | +7.4% | +0.5% | +6.9% | +6.9% |
| YTD | +15.9% | +47.8% | -31.9% | +17.1% |
| All | +12.9% | +71.3% | -58.4% | +12.6% |
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