+62.5%
T vs F
+64.5%
-2.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.5% | -3.1% | +5.6% | +3.2% |
| 30D | -3.8% | 0.0% | -3.8% | -3.8% |
| 3M | -8.7% | -13.2% | +4.5% | -6.3% |
| 6M | -8.1% | -10.2% | +2.1% | -6.7% |
| YTD | -6.4% | -4.9% | -1.5% | -6.8% |
| 1Y | -9.8% | -6.1% | -3.7% | -9.9% |
| 3Y | +65.5% | +46.0% | +19.5% | +44.3% |
| 5Y | +57.0% | -15.7% | +72.7% | +51.2% |
| All | +62.5% | +64.5% | -2.0% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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