+18.1%
EW vs Q
-11.7%
+29.8%
-2.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.3% | -5.0% | +0.9% |
| 7D | +11.0% | +0.3% | +10.7% | +10.9% |
| 30D | +19.1% | -9.8% | +28.9% | +20.0% |
| All | +18.1% | -11.7% | +29.8% | +19.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling