+15.3%
EFA vs Q
+79.8%
-64.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.6% |
| 7D | -1.5% | +4.9% | -6.4% | -2.3% |
| 30D | -1.7% | -11.0% | +9.3% | +0.2% |
| 3M | +3.5% | -15.2% | +18.7% | +5.6% |
| 6M | +9.5% | +8.8% | +0.6% | +5.6% |
| YTD | +12.9% | +55.1% | -42.2% | +4.4% |
| All | +15.3% | +79.8% | -64.4% | +7.8% |
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