+134.4%
F vs U
-32.9%
+167.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +1.0% | +24.4% | -23.4% | -2.2% |
| 30D | +2.1% | +7.4% | -5.3% | +0.8% |
| 3M | -10.3% | +16.8% | -27.1% | -12.6% |
| 6M | +3.3% | +78.8% | -75.5% | -5.7% |
| YTD | -2.0% | +14.0% | -16.0% | -6.6% |
| 1Y | -2.3% | +16.7% | -19.0% | -7.5% |
| 3Y | +49.9% | +86.4% | -36.5% | +24.3% |
| 5Y | -12.5% | -71.5% | +59.0% | -22.2% |
| All | +134.4% | -32.9% | +167.3% | +116.1% |
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