+29.5%
XLB vs Q
+19.7%
+9.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +3.9% | -3.3% | +7.2% | +4.3% |
| 30D | +8.9% | -9.7% | +18.6% | +10.1% |
| 3M | +4.1% | -16.1% | +20.2% | +6.1% |
| 6M | +7.3% | -15.7% | +23.0% | +8.2% |
| YTD | +20.4% | +45.7% | -25.4% | +12.1% |
| 1Y | +29.5% | +18.0% | +11.5% | +24.6% |
| All | +29.5% | +19.7% | +9.9% | +24.6% |
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