+67.7%
T vs F
+55.4%
+12.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | -1.3% | +5.3% | -6.6% | -1.9% |
| 30D | +11.4% | +4.6% | +6.8% | +10.7% |
| 3M | +14.3% | -3.7% | +18.0% | +14.6% |
| 6M | -9.3% | +16.8% | -26.1% | -11.3% |
| YTD | +7.1% | +15.3% | -8.2% | +4.7% |
| 1Y | -9.1% | +31.0% | -40.1% | -13.0% |
| 3Y | +105.3% | +45.4% | +59.9% | +89.5% |
| All | +67.7% | +55.4% | +12.3% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling