+134.6%
F vs U
-31.3%
+166.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.5% |
| 7D | +1.6% | +36.6% | -35.0% | -2.8% |
| 30D | +2.6% | +13.3% | -10.7% | +0.5% |
| 3M | -8.8% | +26.2% | -35.0% | -12.1% |
| 6M | +4.6% | +88.7% | -84.1% | -5.1% |
| YTD | -1.9% | +16.6% | -18.5% | -6.8% |
| 1Y | -0.8% | +29.0% | -29.7% | -7.5% |
| 3Y | +43.5% | +99.5% | -56.0% | +17.7% |
| 5Y | -12.1% | -66.1% | +54.1% | -22.6% |
| All | +134.6% | -31.3% | +166.0% | +115.6% |
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