+760.1%
COST vs F
+64.5%
+695.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +5.0% | -3.1% | +8.1% | +5.5% |
| 30D | +12.8% | 0.0% | +12.8% | +12.8% |
| 3M | +15.2% | -13.2% | +28.4% | +17.3% |
| 6M | +7.4% | -10.2% | +17.6% | +8.3% |
| YTD | +29.0% | -4.9% | +34.0% | +28.5% |
| 1Y | +20.3% | -6.1% | +26.4% | +19.9% |
| 3Y | +99.0% | +46.0% | +53.0% | +80.5% |
| 5Y | +125.7% | -15.7% | +141.4% | +117.6% |
| All | +760.1% | +64.5% | +695.7% | +630.7% |
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