+18.0%
Q vs A
+24.4%
-6.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -3.3% | -2.4% | -0.9% | -2.5% |
| 30D | -9.7% | +3.6% | -13.3% | -10.5% |
| 3M | -16.1% | +27.5% | -43.6% | -22.2% |
| 6M | -15.7% | +58.5% | -74.2% | -29.1% |
| YTD | +45.7% | +31.2% | +14.6% | +36.5% |
| 1Y | +18.0% | +22.2% | -4.2% | +14.0% |
| All | +18.0% | +24.4% | -6.4% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling