-13.5%
F vs D
+14.3%
-27.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -0.2% | +2.4% | -2.6% | -1.1% |
| 30D | +0.9% | +10.9% | -10.0% | -2.9% |
| 3M | -11.3% | +2.8% | -14.2% | -12.3% |
| 6M | +2.0% | +12.7% | -10.7% | -2.9% |
| YTD | -3.2% | +20.3% | -23.5% | -10.4% |
| 1Y | -3.5% | +17.1% | -20.6% | -9.9% |
| 3Y | +48.1% | +75.1% | -27.1% | +14.4% |
| 5Y | -13.5% | +13.1% | -26.6% | -17.1% |
| All | -13.5% | +14.3% | -27.8% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling