+6.7%
XYZ vs Q
+66.4%
-59.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | +0.3% |
| 7D | +12.1% | +0.3% | +11.9% | +12.0% |
| 30D | +12.4% | -9.8% | +22.2% | +14.8% |
| 3M | +8.2% | -12.2% | +20.4% | +10.7% |
| 6M | +20.7% | -21.6% | +42.3% | +23.9% |
| YTD | +31.3% | +43.6% | -12.2% | +8.1% |
| 1Y | +20.5% | +25.7% | -5.2% | +3.0% |
| All | +6.7% | +66.4% | -59.7% | -8.3% |
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