+14.2%
FIX vs Q
+77.9%
-63.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.9% | +2.5% | +4.5% |
| 7D | -7.2% | +8.4% | -15.7% | -11.9% |
| 30D | -35.1% | -1.2% | -33.9% | -34.2% |
| 3M | -34.3% | -9.3% | -25.0% | -29.8% |
| 6M | -42.9% | -15.0% | -27.9% | -36.8% |
| YTD | +19.5% | +53.5% | -34.0% | -4.7% |
| 1Y | +16.8% | +35.9% | -19.1% | -2.2% |
| All | +14.2% | +77.9% | -63.6% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling