+109.4%
C vs F
-13.3%
+122.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.1% | -3.9% | -4.7% |
| 7D | -5.3% | +1.4% | -6.7% | -5.7% |
| 30D | -7.3% | +2.0% | -9.4% | -8.0% |
| 3M | -13.5% | -10.4% | -3.1% | -10.7% |
| 6M | -6.5% | +9.7% | -16.2% | -11.4% |
| YTD | +3.6% | -1.2% | +4.8% | +1.5% |
| 1Y | +18.9% | 0.0% | +18.9% | +15.9% |
| 3Y | +205.0% | +41.1% | +163.9% | +151.3% |
| 5Y | +109.4% | -11.4% | +120.8% | +86.2% |
| All | +109.4% | -13.3% | +122.7% | +86.2% |
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