+1,683.2%
TER vs F
+98.4%
+1,584.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.8% |
| 7D | +0.6% | +5.3% | -4.7% | -1.8% |
| 30D | -8.3% | +4.6% | -12.9% | -10.5% |
| 3M | -12.2% | -3.7% | -8.6% | -10.8% |
| 6M | +17.1% | +16.8% | +0.3% | +7.4% |
| YTD | +84.7% | +15.3% | +69.4% | +70.1% |
| 1Y | +199.9% | +31.0% | +168.9% | +158.5% |
| 3Y | +232.8% | +45.4% | +187.3% | +165.4% |
| 5Y | +198.6% | +54.7% | +143.9% | +124.8% |
| All | +1,683.2% | +98.4% | +1,584.8% | +935.8% |
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