+72.1%
F vs M
-6.5%
+78.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -2.1% | -3.3% | +1.2% | -1.4% |
| 30D | +3.3% | +8.1% | -4.8% | +0.7% |
| 3M | -11.3% | +2.2% | -13.5% | -12.3% |
| 6M | +5.3% | +35.1% | -29.8% | -4.8% |
| YTD | -2.2% | +15.8% | -18.1% | -8.0% |
| 1Y | -3.5% | +25.8% | -29.4% | -11.6% |
| 3Y | +49.5% | +156.2% | -106.7% | +3.3% |
| 5Y | -13.5% | -2.4% | -11.2% | -24.7% |
| All | +72.1% | -6.5% | +78.6% | +8.2% |
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