+89.0%
F vs NET
+1,381.0%
-1,292.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +3.2% |
| 7D | +6.0% | -16.4% | +22.4% | +8.1% |
| 30D | +4.3% | -25.8% | +30.1% | +7.6% |
| 3M | -10.1% | -11.5% | +1.5% | -9.5% |
| 6M | +12.8% | +18.9% | -6.1% | +8.4% |
| YTD | -0.1% | +35.2% | -35.3% | -6.5% |
| 1Y | +3.7% | +14.5% | -10.8% | -1.0% |
| 3Y | +42.7% | +313.8% | -271.1% | +11.9% |
| 5Y | -11.0% | +32.6% | -43.6% | -31.9% |
| All | +89.0% | +1,381.0% | -1,292.0% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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