-1.0%
FIX vs Q
+56.5%
-57.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.4% | -4.2% | -6.5% |
| 7D | -27.2% | -10.3% | -17.0% | -21.2% |
| 30D | -46.9% | -17.7% | -29.3% | -39.1% |
| 3M | -44.4% | -18.8% | -25.6% | -35.9% |
| 6M | -50.9% | -24.8% | -26.1% | -40.8% |
| YTD | +3.5% | +35.0% | -31.5% | -9.8% |
| 1Y | -2.1% | +10.7% | -12.8% | -7.9% |
| All | -1.0% | +56.5% | -57.5% | -8.4% |
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