+81.0%
F vs M
+3.7%
+77.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.1% | -7.5% | -1.7% |
| 7D | -0.6% | +2.5% | -3.2% | -1.6% |
| 30D | +2.9% | +10.1% | -7.2% | -0.2% |
| 3M | -9.5% | -0.9% | -8.5% | -9.7% |
| 6M | +4.0% | +30.2% | -26.1% | -4.9% |
| YTD | -1.3% | +16.3% | -17.6% | -7.2% |
| 1Y | -1.9% | +27.0% | -28.9% | -10.4% |
| 3Y | +53.5% | +154.5% | -101.0% | +6.2% |
| 5Y | -15.1% | -1.1% | -14.1% | -26.4% |
| 10Y | +81.0% | +0.5% | +80.5% | +12.9% |
| All | +81.0% | +3.7% | +77.3% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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