-17.3%
Q vs XE
-63.5%
+46.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | +6.6% | +8.9% | -2.3% | +4.4% |
| 30D | +2.7% | -16.4% | +19.1% | +5.2% |
| 3M | -8.4% | -46.8% | +38.4% | +0.4% |
| 6M | -17.3% | -67.0% | +49.7% | +3.9% |
| All | -17.3% | -63.5% | +46.2% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 6mo: compounded portfolio wealth divided by compounded XE 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…
6mo analysis · Full analysis span regression · 6 months rolling