+43.2%
TER vs F
+2.7%
+40.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.9% | -9.7% | -7.8% |
| 7D | -19.9% | +6.0% | -25.9% | -21.7% |
| 30D | -43.5% | +4.3% | -47.8% | -44.6% |
| 3M | -37.8% | -10.1% | -27.7% | -35.5% |
| 6M | -25.6% | +12.8% | -38.3% | -35.1% |
| YTD | +29.8% | -0.1% | +29.9% | +18.6% |
| 1Y | +43.2% | +3.7% | +39.5% | +26.1% |
| All | +43.2% | +2.7% | +40.5% | +26.1% |
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