+72.5%
F vs SPOT
+265.4%
-193.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | +1.0% | +1.0% | -0.1% | +0.8% |
| 30D | +2.1% | +14.6% | -12.4% | -0.8% |
| 3M | -10.3% | +18.4% | -28.7% | -13.5% |
| 6M | +3.3% | +45.1% | -41.8% | -4.8% |
| YTD | -2.0% | +4.4% | -6.4% | -4.6% |
| 1Y | -2.3% | -2.7% | +0.4% | -3.6% |
| 3Y | +49.9% | +254.6% | -204.7% | +5.3% |
| 5Y | -12.5% | +124.8% | -137.2% | -37.7% |
| All | +72.5% | +265.4% | -193.0% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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