+16.8%
F vs Q
+1.4%
+15.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | +5.3% | +0.2% | +5.1% | +5.3% |
| 30D | +4.6% | -11.1% | +15.7% | +6.3% |
| 3M | -3.7% | -22.1% | +18.5% | 0.0% |
| 6M | +16.8% | +0.5% | +16.3% | +10.7% |
| All | +16.8% | +1.4% | +15.4% | +10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling