+69.0%
F vs D
+47.5%
+21.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -2.1% | -2.4% | +0.3% | -1.3% |
| 30D | +3.3% | +9.0% | -5.7% | +0.1% |
| 3M | -11.3% | +1.0% | -12.3% | -11.7% |
| 6M | +5.3% | +11.0% | -5.7% | +0.8% |
| YTD | -2.2% | +19.8% | -22.0% | -9.3% |
| 1Y | -3.5% | +16.0% | -19.5% | -9.5% |
| 3Y | +49.5% | +74.4% | -24.8% | +18.2% |
| 5Y | -13.5% | +13.5% | -27.1% | -20.2% |
| 10Y | +69.0% | +48.4% | +20.7% | +50.8% |
| All | +69.0% | +47.5% | +21.6% | +50.8% |
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