+1,001.8%
TER vs F
+88.0%
+913.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.6% | +12.1% | +12.4% |
| 7D | -5.8% | -0.6% | -5.1% | -5.5% |
| 30D | -38.9% | +2.9% | -41.8% | -40.0% |
| 3M | -35.1% | -9.5% | -25.6% | -32.9% |
| 6M | -31.6% | +4.0% | -35.6% | -34.6% |
| YTD | +27.2% | -1.3% | +28.5% | +24.8% |
| 1Y | +35.2% | -1.9% | +37.2% | +33.1% |
| 3Y | +192.8% | +53.5% | +139.3% | +127.1% |
| 5Y | +72.4% | -15.1% | +87.6% | +67.9% |
| 10Y | +1,001.8% | +81.0% | +920.9% | +574.3% |
| All | +1,001.8% | +88.0% | +913.9% | +574.3% |
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