+95.6%
F vs D
+35.0%
+60.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.0% |
| 7D | +5.3% | +0.4% | +4.9% | +5.1% |
| 30D | +4.6% | -3.6% | +8.1% | +5.9% |
| 3M | -3.7% | -1.0% | -2.7% | -3.5% |
| 6M | +16.8% | +6.3% | +10.5% | +13.5% |
| YTD | +15.3% | +14.7% | +0.6% | +8.8% |
| 1Y | +31.0% | +16.9% | +14.1% | +22.5% |
| 3Y | +45.4% | +56.8% | -11.4% | +19.6% |
| 5Y | +54.7% | +5.2% | +49.5% | +46.5% |
| All | +95.6% | +35.0% | +60.5% | +75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling