+106.1%
COST vs F
+47.4%
+58.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | 0.0% |
| 7D | -3.2% | +1.2% | -4.3% | -3.4% |
| 30D | -4.0% | +1.2% | -5.2% | -4.2% |
| 3M | -6.5% | -5.7% | -0.8% | -5.8% |
| 6M | -8.5% | +17.9% | -26.5% | -12.0% |
| YTD | +6.0% | +10.4% | -4.4% | +3.1% |
| 1Y | -5.8% | +25.3% | -31.1% | -11.0% |
| 3Y | +71.8% | +37.5% | +34.4% | +55.0% |
| All | +106.1% | +47.4% | +58.7% | +88.0% |
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