+13,545.6%
COST vs F
+529.3%
+13,016.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +4.1% | +1.6% | +2.5% | +3.8% |
| 30D | +12.0% | +2.6% | +9.3% | +11.4% |
| 3M | +11.2% | -8.8% | +20.0% | +12.9% |
| 6M | +6.1% | +4.6% | +1.5% | +4.0% |
| YTD | +22.9% | -1.9% | +24.8% | +21.6% |
| 1Y | +14.7% | -0.8% | +15.5% | +13.2% |
| 3Y | +92.3% | +43.5% | +48.8% | +71.6% |
| 5Y | +116.6% | -12.1% | +128.7% | +107.6% |
| 10Y | +775.4% | +83.6% | +691.8% | +579.6% |
| All | +13,545.6% | +529.3% | +13,016.3% | +6,006.8% |
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