-7.3%
COST vs F
+20.6%
-27.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -1.0% |
| 7D | -2.8% | -4.9% | +2.1% | -2.9% |
| 30D | -5.3% | -2.9% | -2.4% | -5.3% |
| 3M | -6.7% | -9.1% | +2.4% | -6.9% |
| 6M | -9.9% | +12.9% | -22.9% | -10.3% |
| YTD | +5.1% | +6.1% | -0.9% | +5.0% |
| 1Y | -7.3% | +22.5% | -29.8% | -5.8% |
| All | -7.3% | +20.6% | -27.9% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling