+62.5%
F vs PL
+84.9%
-22.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +1.6% |
| 7D | +5.3% | -9.3% | +14.6% | +6.4% |
| 30D | +4.6% | -18.9% | +23.5% | +6.8% |
| 3M | -3.7% | -58.4% | +54.7% | +4.8% |
| 6M | +16.8% | -30.3% | +47.1% | +18.3% |
| YTD | +15.3% | -8.1% | +23.4% | +12.1% |
| 1Y | +31.0% | +180.5% | -149.5% | +8.4% |
| 3Y | +45.4% | +444.1% | -398.7% | +0.1% |
| 5Y | +54.7% | +83.0% | -28.4% | +19.8% |
| All | +62.5% | +84.9% | -22.4% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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