+69.5%
TER vs Q
+68.3%
+1.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -2.0% |
| 7D | +14.4% | +1.2% | +13.2% | +13.6% |
| 30D | -30.6% | -2.7% | -27.9% | -28.0% |
| 3M | -39.2% | -16.9% | -22.3% | -26.7% |
| 6M | -31.3% | -26.9% | -4.4% | -6.1% |
| YTD | +29.1% | +45.2% | -16.1% | +18.7% |
| 1Y | +47.4% | +38.1% | +9.3% | +39.0% |
| All | +69.5% | +68.3% | +1.2% | +65.7% |
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 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