+6.5%
FIX vs Q
+17.3%
-10.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.3% | -0.9% | +1.0% |
| 7D | -17.5% | +0.3% | -17.7% | -17.3% |
| 30D | -41.6% | -9.8% | -31.8% | -37.0% |
| 3M | -40.6% | -12.2% | -28.4% | -35.0% |
| 6M | -49.4% | -21.6% | -27.8% | -40.7% |
| YTD | +9.2% | +43.6% | -34.4% | -10.5% |
| 1Y | +6.5% | +25.7% | -19.2% | -7.9% |
| All | +6.5% | +17.3% | -10.8% | -7.9% |
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