+11,743.1%
COST vs F
+639.5%
+11,103.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -3.1% | +5.3% | -8.5% | -4.1% |
| 30D | -2.8% | +4.6% | -7.4% | -3.7% |
| 3M | -5.7% | -3.7% | -2.0% | -5.2% |
| 6M | -8.8% | +16.8% | -25.6% | -12.5% |
| YTD | +6.7% | +15.3% | -8.6% | +2.4% |
| 1Y | -3.6% | +31.0% | -34.6% | -10.3% |
| 3Y | +75.1% | +45.4% | +29.6% | +55.7% |
| 5Y | +108.9% | +54.7% | +54.2% | +78.6% |
| 10Y | +586.2% | +98.2% | +487.9% | +426.1% |
| All | +11,743.1% | +639.5% | +11,103.5% | +5,042.9% |
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