+213.3%
C vs F
+75.1%
+138.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.6% |
| 7D | -0.4% | +1.0% | -1.3% | -0.8% |
| 30D | -5.2% | +2.1% | -7.3% | -6.2% |
| 3M | -9.1% | -10.3% | +1.2% | -5.1% |
| 6M | -1.6% | +3.3% | -4.8% | -5.9% |
| YTD | +6.9% | -2.0% | +8.9% | +4.1% |
| 1Y | +23.0% | -2.3% | +25.2% | +19.8% |
| 3Y | +216.1% | +49.9% | +166.3% | +134.0% |
| 5Y | +112.2% | -12.5% | +124.7% | +92.7% |
| All | +213.3% | +75.1% | +138.2% | +46.4% |
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