+2.9%
EXC vs Q
+30.6%
-27.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | +0.1% | +4.0% | -3.9% | +0.4% |
| 30D | +9.0% | -2.3% | +11.4% | +9.2% |
| 3M | +3.3% | -7.9% | +11.2% | +3.3% |
| 6M | +5.7% | -16.0% | +21.6% | +5.4% |
| YTD | +7.3% | +51.7% | -44.4% | +8.3% |
| 1Y | +2.9% | +28.3% | -25.4% | +3.4% |
| All | +2.9% | +30.6% | -27.6% | +3.4% |
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 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