+55.4%
T vs F
-13.7%
+69.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.7% |
| 7D | +2.6% | +1.0% | +1.6% | +2.4% |
| 30D | -1.1% | +2.1% | -3.2% | -1.3% |
| 3M | -7.7% | -10.3% | +2.5% | -6.6% |
| 6M | -10.6% | +3.3% | -13.9% | -11.4% |
| YTD | -7.5% | -2.0% | -5.5% | -7.9% |
| 1Y | -7.4% | -2.3% | -5.1% | -7.9% |
| 3Y | +63.1% | +49.9% | +13.2% | +48.0% |
| All | +55.4% | -13.7% | +69.1% | +49.2% |
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 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