+26.7%
Q vs A
+2.4%
+24.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +0.2% | -1.9% | +2.2% | +0.9% |
| 30D | -11.1% | +6.9% | -18.0% | -13.1% |
| 3M | -22.1% | +9.2% | -31.4% | -24.5% |
| 6M | +0.5% | +25.7% | -25.2% | -7.9% |
| YTD | +47.8% | +11.5% | +36.3% | +45.3% |
| All | +26.7% | +2.4% | +24.4% | +29.4% |
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