+223.5%
C vs F
+80.8%
+142.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -2.4% | +1.6% | -3.9% | -3.1% |
| 30D | -6.0% | +2.6% | -8.6% | -7.2% |
| 3M | -10.5% | -8.8% | -1.7% | -7.3% |
| 6M | -5.7% | +4.6% | -10.3% | -10.5% |
| YTD | +4.1% | -1.9% | +6.0% | +1.4% |
| 1Y | +20.5% | -0.8% | +21.2% | +16.5% |
| 3Y | +208.1% | +43.5% | +164.6% | +133.3% |
| 5Y | +110.4% | -12.1% | +122.5% | +90.3% |
| All | +223.5% | +80.8% | +142.8% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling