-11.4%
F vs S
-69.2%
+57.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.8% | +7.7% | +0.4% |
| 7D | +1.4% | -16.7% | +18.1% | +4.4% |
| 30D | +2.0% | -17.0% | +19.0% | +4.9% |
| 3M | -10.4% | +2.0% | -12.4% | -11.8% |
| 6M | +9.7% | +35.1% | -25.3% | +1.6% |
| YTD | -1.2% | +42.8% | -44.0% | -10.3% |
| 1Y | 0.0% | +27.7% | -27.7% | -7.5% |
| 3Y | +41.1% | +33.0% | +8.1% | +24.1% |
| 5Y | -11.4% | -68.0% | +56.6% | -11.1% |
| All | -11.4% | -69.2% | +57.8% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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