+112.4%
C vs F
-16.8%
+129.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.2% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | -5.4% | +2.9% | -8.3% | -6.3% |
| 3M | -9.2% | -9.5% | +0.3% | -6.6% |
| 6M | -1.8% | +4.0% | -5.8% | -5.1% |
| YTD | +6.7% | -1.3% | +8.0% | +4.5% |
| 1Y | +23.5% | -1.9% | +25.5% | +21.3% |
| 3Y | +219.8% | +53.5% | +166.3% | +155.6% |
| 5Y | +112.4% | -15.1% | +127.6% | +91.1% |
| All | +112.4% | -16.8% | +129.2% | +91.1% |
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