+8,410.9%
TER vs F
+533.8%
+7,877.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.1% | -14.1% | -14.8% |
| 7D | -28.2% | +1.4% | -29.6% | -28.7% |
| 30D | -50.6% | +2.0% | -52.6% | -51.2% |
| 3M | -45.3% | -10.4% | -35.0% | -43.5% |
| 6M | -40.4% | +9.7% | -50.1% | -43.9% |
| YTD | +10.0% | -1.2% | +11.2% | +8.4% |
| 1Y | +13.6% | 0.0% | +13.6% | +11.3% |
| 3Y | +145.2% | +41.1% | +104.1% | +103.2% |
| 5Y | +50.4% | -11.4% | +61.8% | +47.0% |
| 10Y | +882.9% | +85.0% | +798.0% | +552.0% |
| All | +8,410.9% | +533.8% | +7,877.1% | +2,612.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling