+33.6%
TER vs F
-2.8%
+36.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -8.9% | +1.0% | -9.9% | -9.2% |
| 30D | -39.1% | +2.1% | -41.2% | -39.7% |
| 3M | -32.8% | -10.3% | -22.5% | -30.4% |
| 6M | -31.7% | +3.3% | -35.0% | -36.5% |
| YTD | +26.9% | -2.0% | +28.9% | +16.9% |
| 1Y | +33.6% | -2.3% | +35.9% | +23.0% |
| All | +33.6% | -2.8% | +36.4% | +23.0% |
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