-5.2%
EXC vs Q
+75.3%
-80.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.8% |
| 7D | +1.2% | +6.7% | -5.5% | +1.5% |
| 30D | -2.7% | -10.6% | +7.9% | -3.1% |
| 3M | -1.0% | -14.6% | +13.6% | -1.6% |
| 6M | -9.3% | +12.1% | -21.3% | -9.2% |
| YTD | +3.6% | +51.3% | -47.6% | +3.9% |
| All | -5.2% | +75.3% | -80.5% | -5.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling