+61.4%
T vs F
+74.7%
-13.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +2.0% | -2.1% | +4.1% | +2.4% |
| 30D | -1.0% | +3.3% | -4.3% | -1.6% |
| 3M | -8.1% | -11.3% | +3.2% | -6.0% |
| 6M | -8.3% | +5.3% | -13.6% | -10.0% |
| YTD | -6.1% | -2.2% | -3.9% | -7.0% |
| 1Y | -7.4% | -3.5% | -3.8% | -8.0% |
| 3Y | +65.4% | +49.5% | +15.9% | +43.6% |
| 5Y | +57.6% | -13.5% | +71.2% | +51.1% |
| 10Y | +61.4% | +69.0% | -7.6% | +9.2% |
| All | +61.4% | +74.7% | -13.3% | +9.2% |
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