+84.1%
F vs BG
+160.3%
-76.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | -4.9% | +0.5% | -5.4% | -5.2% |
| 30D | -2.9% | +10.3% | -13.2% | -6.7% |
| 3M | -9.1% | -1.9% | -7.2% | -9.2% |
| 6M | +12.9% | +5.2% | +7.7% | +8.9% |
| YTD | +6.1% | +41.2% | -35.1% | -9.1% |
| 1Y | +22.5% | +50.5% | -28.0% | +1.7% |
| 3Y | +32.1% | +19.9% | +12.2% | +17.6% |
| 5Y | +43.7% | +86.7% | -43.0% | +3.1% |
| 10Y | +84.1% | +167.5% | -83.4% | +4.2% |
| All | +84.1% | +160.3% | -76.2% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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