+54.6%
TER vs F
-12.6%
+67.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | -20.5% | +1.6% | -22.0% | -21.2% |
| 30D | -47.0% | +2.6% | -49.6% | -48.0% |
| 3M | -43.3% | -8.8% | -34.5% | -41.5% |
| 6M | -42.9% | +4.6% | -47.5% | -46.1% |
| YTD | +12.9% | -1.9% | +14.8% | +10.3% |
| 1Y | +18.2% | -0.8% | +18.9% | +14.8% |
| 3Y | +151.8% | +43.5% | +108.3% | +93.8% |
| All | +54.6% | -12.6% | +67.1% | +48.7% |
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