-0.3%
EXC vs Q
+68.3%
-68.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +1.2% |
| 7D | +1.4% | +1.2% | +0.2% | +1.5% |
| 30D | +8.6% | -2.7% | +11.2% | +8.6% |
| 3M | +2.4% | -16.9% | +19.3% | +1.9% |
| 6M | +6.5% | -26.9% | +33.3% | +5.8% |
| YTD | +9.0% | +45.2% | -36.2% | +9.4% |
| 1Y | +4.6% | +38.1% | -33.6% | +4.9% |
| All | -0.3% | +68.3% | -68.6% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling