-5.9%
EXC vs Q
+71.3%
-77.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.0% |
| 7D | +0.3% | +0.2% | 0.0% | +0.3% |
| 30D | -3.7% | -11.1% | +7.4% | -4.1% |
| 3M | -1.3% | -22.1% | +20.8% | -2.1% |
| 6M | -9.7% | +0.5% | -10.2% | -9.9% |
| YTD | +2.9% | +47.8% | -44.9% | +3.1% |
| All | -5.9% | +71.3% | -77.2% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling