+67.3%
F vs D
+48.0%
+19.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.1% | -1.4% | -1.7% | -2.6% |
| 30D | 0.0% | +7.7% | -7.7% | -2.7% |
| 3M | -13.2% | -0.3% | -12.9% | -13.2% |
| 6M | -10.2% | +10.1% | -20.3% | -13.7% |
| YTD | -4.9% | +19.1% | -24.0% | -11.6% |
| 1Y | -6.1% | +15.9% | -22.0% | -11.9% |
| 3Y | +46.0% | +75.0% | -29.0% | +15.3% |
| 5Y | -15.7% | +13.4% | -29.1% | -22.2% |
| All | +67.3% | +48.0% | +19.3% | +51.9% |
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