+28.3%
Q vs M
+26.3%
+2.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +4.0% | +5.0% | -1.0% | +2.7% |
| 30D | -2.3% | +10.6% | -13.0% | -5.1% |
| 3M | -7.9% | +1.6% | -9.5% | -8.4% |
| 6M | -16.0% | +30.8% | -46.8% | -24.0% |
| YTD | +51.7% | +16.9% | +34.8% | +37.8% |
| 1Y | +28.3% | +26.3% | +2.1% | +10.5% |
| All | +28.3% | +26.3% | +2.0% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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