+13,708.5%
COST vs F
+528.7%
+13,179.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +4.6% | +1.0% | +3.6% | +4.4% |
| 30D | +12.8% | +2.1% | +10.6% | +12.3% |
| 3M | +12.1% | -10.3% | +22.3% | +14.2% |
| 6M | +6.0% | +3.3% | +2.7% | +4.2% |
| YTD | +24.4% | -2.0% | +26.3% | +23.1% |
| 1Y | +17.1% | -2.3% | +19.4% | +15.9% |
| 3Y | +92.2% | +49.9% | +42.3% | +69.9% |
| 5Y | +122.5% | -12.5% | +135.0% | +113.5% |
| 10Y | +758.9% | +74.3% | +684.7% | +574.4% |
| All | +13,708.5% | +528.7% | +13,179.8% | +6,080.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling