+81.0%
F vs D
+42.1%
+38.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.8% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | +2.9% | +10.7% | -7.8% | -0.9% |
| 3M | -9.5% | +2.3% | -11.8% | -10.3% |
| 6M | +4.0% | +12.5% | -8.5% | -0.9% |
| YTD | -1.3% | +20.1% | -21.4% | -8.4% |
| 1Y | -1.9% | +15.6% | -17.5% | -7.8% |
| 3Y | +53.5% | +75.2% | -21.7% | +21.4% |
| 5Y | -15.1% | +14.6% | -29.7% | -22.0% |
| 10Y | +81.0% | +43.8% | +37.2% | +63.5% |
| All | +81.0% | +42.1% | +38.8% | +63.5% |
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