+1,077.0%
TER vs F
+74.7%
+1,002.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | +5.9% | -2.1% | +8.0% | +7.1% |
| 30D | -30.8% | +3.3% | -34.1% | -32.1% |
| 3M | -29.9% | -11.3% | -18.6% | -26.9% |
| 6M | -27.5% | +5.3% | -32.8% | -31.1% |
| YTD | +37.5% | -2.2% | +39.7% | +35.4% |
| 1Y | +50.3% | -3.5% | +53.8% | +49.0% |
| 3Y | +204.9% | +49.5% | +155.4% | +139.2% |
| 5Y | +89.2% | -13.5% | +102.7% | +82.8% |
| 10Y | +1,077.0% | +69.0% | +1,007.9% | +611.4% |
| All | +1,077.0% | +74.7% | +1,002.2% | +611.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling