+164.1%
F vs U
-43.0%
+207.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.9% | -4.6% |
| 7D | +1.2% | +4.5% | -3.3% | +0.5% |
| 30D | +1.2% | -0.6% | +1.8% | +1.3% |
| 3M | -5.7% | +48.4% | -54.1% | -11.1% |
| 6M | +17.9% | +115.4% | -97.4% | +5.0% |
| YTD | +10.4% | -3.2% | +13.6% | +8.1% |
| 1Y | +25.3% | -6.0% | +31.4% | +22.1% |
| 3Y | +37.5% | +13.5% | +24.0% | +23.2% |
| 5Y | +46.5% | -68.0% | +114.5% | +32.5% |
| All | +164.1% | -43.0% | +207.1% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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