+29.7%
Q vs A
-0.4%
+30.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +3.1% |
| 7D | +6.7% | -2.1% | +8.8% | +7.4% |
| 30D | -10.6% | +0.6% | -11.2% | -10.9% |
| 3M | -14.6% | +10.9% | -25.5% | -17.9% |
| 6M | +12.1% | +28.2% | -16.1% | +0.4% |
| YTD | +51.3% | +8.6% | +42.7% | +49.9% |
| All | +29.7% | -0.4% | +30.1% | +33.5% |
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