+615.0%
F vs D
+2,347.4%
-1,732.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +5.3% | +1.5% | +3.9% | +4.7% |
| 30D | +4.6% | -2.6% | +7.2% | +5.7% |
| 3M | -3.7% | 0.0% | -3.7% | -3.8% |
| 6M | +16.8% | +7.4% | +9.5% | +12.4% |
| YTD | +15.3% | +15.9% | -0.6% | +7.3% |
| 1Y | +31.0% | +18.1% | +12.9% | +20.6% |
| 3Y | +45.4% | +58.4% | -12.9% | +15.8% |
| 5Y | +54.7% | +5.2% | +49.5% | +45.2% |
| 10Y | +98.2% | +35.9% | +62.4% | +58.2% |
| All | +615.0% | +2,347.4% | -1,732.4% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling