-8.0%
T vs F
-2.1%
-5.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.8% |
| 7D | +1.7% | -0.6% | +2.3% | +1.7% |
| 30D | -1.7% | +2.9% | -4.6% | -1.9% |
| 3M | -7.3% | -9.5% | +2.1% | -7.5% |
| 6M | -11.2% | +4.0% | -15.2% | -9.2% |
| YTD | -8.1% | -1.3% | -6.8% | -6.4% |
| All | -8.0% | -2.1% | -5.9% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling