-1.6%
F vs Q
+32.1%
-33.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.9% | -6.3% | -0.3% |
| 7D | -0.6% | +8.4% | -9.1% | -1.8% |
| 30D | +2.9% | -1.2% | +4.1% | +2.9% |
| 3M | -9.5% | -9.3% | -0.2% | -8.4% |
| 6M | +4.0% | -15.0% | +19.0% | +5.4% |
| YTD | -1.3% | +53.5% | -54.7% | -10.9% |
| All | -1.6% | +32.1% | -33.7% | -8.4% |
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