+6.9%
XYZ vs Q
+80.0%
-73.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.4% |
| 7D | -2.2% | +6.6% | -8.7% | -3.6% |
| 30D | +11.6% | +2.7% | +8.9% | +10.6% |
| 3M | +8.4% | -8.4% | +16.8% | +10.1% |
| 6M | +17.2% | -17.3% | +34.5% | +19.4% |
| YTD | +31.7% | +55.3% | -23.6% | +6.5% |
| 1Y | +30.1% | +31.5% | -1.4% | +10.5% |
| All | +6.9% | +80.0% | -73.0% | -9.7% |
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