+387.7%
V vs CF
+569.3%
-181.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -0.4% |
| 7D | -1.7% | +6.0% | -7.7% | -2.8% |
| 30D | +2.0% | +14.8% | -12.9% | -0.8% |
| 3M | +17.4% | +14.1% | +3.3% | +14.1% |
| 6M | +17.5% | +28.5% | -11.0% | +10.1% |
| YTD | +7.6% | +74.9% | -67.4% | -5.8% |
| 1Y | +7.7% | +61.7% | -54.0% | -4.4% |
| 3Y | +54.7% | +80.3% | -25.7% | +30.9% |
| 5Y | +73.0% | +226.0% | -152.9% | +17.7% |
| All | +387.7% | +569.3% | -181.6% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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