+1,006.2%
TER vs F
+77.5%
+928.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.6% |
| 7D | -8.9% | -0.2% | -8.6% | -8.8% |
| 30D | -39.1% | +0.9% | -40.0% | -39.6% |
| 3M | -32.8% | -11.3% | -21.4% | -29.8% |
| 6M | -31.7% | +2.0% | -33.8% | -34.2% |
| YTD | +26.9% | -3.2% | +30.1% | +25.6% |
| 1Y | +33.6% | -3.5% | +37.0% | +32.4% |
| 3Y | +181.5% | +48.1% | +133.4% | +121.8% |
| 5Y | +76.1% | -13.5% | +89.6% | +70.2% |
| 10Y | +1,006.2% | +72.2% | +934.0% | +579.6% |
| All | +1,006.2% | +77.5% | +928.7% | +579.6% |
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