+54.1%
T vs F
+88.0%
-33.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.7% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | -1.7% | +2.9% | -4.6% | -2.2% |
| 3M | -7.3% | -9.5% | +2.1% | -5.6% |
| 6M | -11.2% | +4.0% | -15.2% | -12.7% |
| YTD | -8.1% | -1.3% | -6.8% | -9.1% |
| 1Y | -8.0% | -1.9% | -6.1% | -9.0% |
| 3Y | +62.1% | +53.5% | +8.7% | +39.9% |
| 5Y | +55.7% | -15.1% | +70.8% | +50.1% |
| 10Y | +54.1% | +81.0% | -26.9% | +2.9% |
| All | +54.1% | +88.0% | -33.8% | +2.9% |
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