-1.6%
EXC vs Q
+66.4%
-68.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.3% | -8.3% | -1.6% |
| 7D | -1.2% | +0.3% | -1.5% | -1.1% |
| 30D | +10.0% | -9.8% | +19.8% | +9.7% |
| 3M | +1.6% | -12.2% | +13.8% | +1.4% |
| 6M | +3.3% | -21.6% | +24.9% | +2.7% |
| YTD | +7.6% | +43.6% | -36.0% | +7.8% |
| 1Y | +3.5% | +25.7% | -22.2% | +3.4% |
| All | -1.6% | +66.4% | -68.0% | -1.7% |
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