+130.7%
C vs F
+55.4%
+75.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | +3.6% | +5.3% | -1.7% | +2.0% |
| 30D | +0.1% | +4.6% | -4.5% | -1.5% |
| 3M | +2.4% | -3.7% | +6.1% | +3.2% |
| 6M | +24.9% | +16.8% | +8.1% | +16.9% |
| YTD | +19.8% | +15.3% | +4.5% | +12.2% |
| 1Y | +44.9% | +31.0% | +13.9% | +29.0% |
| 3Y | +263.0% | +45.4% | +217.5% | +199.8% |
| All | +130.7% | +55.4% | +75.3% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling