+29.3%
W vs Q
+66.4%
-37.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.3% | -7.8% | -4.0% |
| 7D | -3.6% | +0.3% | -3.9% | -3.7% |
| 30D | +7.0% | -9.8% | +16.8% | +11.1% |
| 3M | +7.4% | -12.2% | +19.6% | +11.8% |
| 6M | +69.3% | -21.6% | +90.9% | +80.6% |
| YTD | +11.3% | +43.6% | -32.3% | -4.0% |
| 1Y | +13.2% | +25.7% | -12.5% | +5.4% |
| All | +29.3% | +66.4% | -37.1% | +21.3% |
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