+18.4%
NET vs Q
+68.9%
-50.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -16.4% | -3.3% | -13.1% | -15.7% |
| 30D | -25.8% | -9.7% | -16.2% | -24.4% |
| 3M | -11.5% | -16.1% | +4.6% | -8.7% |
| 6M | +18.9% | -15.7% | +34.6% | +18.6% |
| YTD | +35.2% | +45.7% | -10.5% | +9.7% |
| 1Y | +14.5% | +18.0% | -3.6% | +0.6% |
| All | +18.4% | +68.9% | -50.5% | +1.7% |
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 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