+449.7%
V vs CF
+561.7%
-112.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +2.2% | -3.2% | +5.4% | +2.7% |
| 30D | +13.6% | +4.3% | +9.3% | +12.5% |
| 3M | +14.3% | +2.8% | +11.5% | +13.1% |
| 6M | +33.1% | +0.6% | +32.5% | +31.8% |
| YTD | +21.2% | +56.6% | -35.4% | +7.9% |
| 1Y | +26.4% | +49.6% | -23.2% | +13.5% |
| 3Y | +77.6% | +61.5% | +16.1% | +53.1% |
| 5Y | +102.6% | +124.0% | -21.4% | +50.5% |
| All | +449.7% | +561.7% | -112.0% | +219.2% |
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