+2.1%
T vs Q
+78.4%
-76.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -1.6% |
| 7D | -3.1% | +6.6% | -9.7% | -2.4% |
| 30D | +4.6% | -6.6% | +11.1% | +3.9% |
| 3M | +12.2% | -13.2% | +25.5% | +11.0% |
| 6M | -6.5% | +9.9% | -16.4% | -5.0% |
| YTD | +4.9% | +53.9% | -49.1% | +9.5% |
| All | +2.1% | +78.4% | -76.4% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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