+24.5%
EW vs Q
+32.1%
-7.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.9% | -4.4% | +2.0% |
| 7D | +12.3% | +8.4% | +3.9% | +11.6% |
| 30D | +22.9% | -1.2% | +24.1% | +22.8% |
| 3M | +16.7% | -9.3% | +26.0% | +17.4% |
| 6M | +31.0% | -15.0% | +45.9% | +30.7% |
| YTD | +22.8% | +53.5% | -30.7% | +9.9% |
| All | +24.5% | +32.1% | -7.6% | +14.3% |
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