+3.9%
T vs Q
+75.3%
-71.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.1% |
| 7D | -1.5% | +6.7% | -8.3% | -0.8% |
| 30D | +7.6% | -10.6% | +18.2% | +6.5% |
| 3M | +15.3% | -14.6% | +29.9% | +13.8% |
| 6M | -8.5% | +12.1% | -20.5% | -6.9% |
| YTD | +6.8% | +51.3% | -44.5% | +11.2% |
| All | +3.9% | +75.3% | -71.4% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling