+202.8%
TER vs F
+55.4%
+147.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.7% |
| 7D | +0.6% | +5.3% | -4.7% | -2.0% |
| 30D | -8.3% | +4.6% | -12.9% | -10.7% |
| 3M | -12.2% | -3.7% | -8.6% | -10.7% |
| 6M | +17.1% | +16.8% | +0.3% | +6.3% |
| YTD | +84.7% | +15.3% | +69.4% | +68.4% |
| 1Y | +199.9% | +31.0% | +168.9% | +154.2% |
| 3Y | +232.8% | +45.4% | +187.3% | +157.8% |
| All | +202.8% | +55.4% | +147.5% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling