-11.4%
F vs M
-6.1%
-5.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | +0.6% |
| 7D | +1.4% | -2.1% | +3.5% | +1.9% |
| 30D | +2.0% | +7.7% | -5.7% | -0.3% |
| 3M | -10.4% | -4.4% | -6.0% | -9.6% |
| 6M | +9.7% | +27.5% | -17.8% | +1.0% |
| YTD | -1.2% | +12.8% | -13.9% | -6.1% |
| 1Y | 0.0% | +20.7% | -20.7% | -7.1% |
| 3Y | +41.1% | +111.3% | -70.2% | +1.3% |
| 5Y | -11.4% | -6.3% | -5.1% | -24.6% |
| All | -11.4% | -6.1% | -5.3% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling