+14.4%
FIX vs Q
+19.7%
-5.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.1% | -15.0% | -15.0% |
| 7D | -18.9% | -3.3% | -15.6% | -16.9% |
| 30D | -36.3% | -9.7% | -26.6% | -31.5% |
| 3M | -38.5% | -16.1% | -22.4% | -31.0% |
| 6M | -42.3% | -15.7% | -26.6% | -35.7% |
| YTD | +17.1% | +45.7% | -28.6% | -4.9% |
| 1Y | +14.4% | +18.0% | -3.6% | +0.1% |
| All | +14.4% | +19.7% | -5.3% | +0.1% |
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 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