+16.3%
FIX vs Q
+27.2%
-11.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -0.6% |
| 7D | +17.0% | +11.5% | +5.5% | +8.4% |
| 30D | -30.6% | -0.2% | -30.4% | -30.0% |
| 3M | -35.0% | -13.6% | -21.4% | -28.0% |
| 6M | -44.0% | -27.0% | -16.9% | -31.3% |
| YTD | +21.1% | +50.5% | -29.4% | -6.0% |
| 1Y | +16.3% | +33.8% | -17.5% | -4.7% |
| All | +16.3% | +27.2% | -11.0% | -4.7% |
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 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