+65.3%
FIX vs Q
+71.3%
-6.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.8% |
| 7D | +6.0% | +0.2% | +5.8% | +5.8% |
| 30D | -7.2% | -11.1% | +3.9% | -0.3% |
| 3M | -15.9% | -22.1% | +6.3% | -1.8% |
| 6M | +12.7% | +0.5% | +12.3% | +11.6% |
| YTD | +72.8% | +47.8% | +25.0% | +40.2% |
| All | +65.3% | +71.3% | -6.1% | +42.3% |
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 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