+1.3%
P vs Q
+66.4%
-65.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.8% | 0.0% |
| 7D | -23.8% | +0.3% | -24.1% | -23.5% |
| 30D | -36.6% | -9.8% | -26.8% | -32.7% |
| 3M | +10.9% | -12.2% | +23.1% | +18.9% |
| 6M | +30.0% | -21.6% | +51.6% | +45.6% |
| YTD | +44.4% | +43.6% | +0.8% | +18.7% |
| 1Y | +3.9% | +25.7% | -21.8% | -10.9% |
| All | +1.3% | +66.4% | -65.0% | -12.6% |
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