+69.4%
F vs AU
+835.7%
-766.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.8% | -0.3% |
| 7D | +1.0% | +15.3% | -14.3% | -0.1% |
| 30D | +2.1% | -0.3% | +2.5% | +2.1% |
| 3M | -10.3% | -2.9% | -7.4% | -10.3% |
| 6M | +3.3% | -10.7% | +13.9% | +3.6% |
| YTD | -2.0% | +14.0% | -16.0% | -3.4% |
| 1Y | -2.3% | +32.5% | -34.8% | -4.5% |
| 3Y | +49.9% | +557.9% | -508.0% | +31.7% |
| 5Y | -12.5% | +441.0% | -453.5% | -23.7% |
| All | +69.4% | +835.7% | -766.3% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling