+207.0%
C vs F
+64.5%
+142.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +4.2% | -3.1% | +7.3% | +5.6% |
| 30D | +2.0% | 0.0% | +1.9% | +1.9% |
| 3M | -10.1% | -13.2% | +3.1% | -4.7% |
| 6M | +1.0% | -10.2% | +11.2% | +3.7% |
| YTD | +8.5% | -4.9% | +13.4% | +7.1% |
| 1Y | +25.7% | -6.1% | +31.8% | +24.7% |
| 3Y | +216.0% | +46.0% | +170.0% | +136.5% |
| 5Y | +112.3% | -15.7% | +128.0% | +96.2% |
| All | +207.0% | +64.5% | +142.6% | +43.7% |
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