+23.8%
NDAQ vs Q
+77.9%
-54.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.9% | -5.6% | +1.3% |
| 7D | -0.1% | +8.4% | -8.5% | -0.1% |
| 30D | +15.9% | -1.2% | +17.0% | +15.9% |
| 3M | +15.1% | -9.3% | +24.4% | +15.2% |
| 6M | +22.9% | -15.0% | +37.9% | +22.2% |
| YTD | +12.8% | +53.5% | -40.6% | +4.3% |
| 1Y | +26.0% | +35.9% | -9.8% | +16.1% |
| All | +23.8% | +77.9% | -54.1% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling