+59.6%
T vs F
+40.1%
+19.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +1.0% | +1.6% | -0.5% | +0.9% |
| 30D | -10.6% | +2.6% | -13.2% | -10.8% |
| 3M | -7.7% | -8.8% | +1.1% | -7.4% |
| 6M | -13.3% | +4.6% | -17.9% | -13.4% |
| YTD | -8.8% | -1.9% | -6.9% | -8.7% |
| 1Y | -8.4% | -0.8% | -7.6% | -8.4% |
| 3Y | +59.6% | +43.5% | +16.2% | +53.5% |
| All | +59.6% | +40.1% | +19.6% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling