+7.7%
V vs F
+31.3%
-23.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.0% |
| 7D | -1.7% | +5.3% | -7.0% | -1.8% |
| 30D | +2.0% | +4.6% | -2.6% | +1.9% |
| 3M | +17.4% | -3.7% | +21.0% | +17.6% |
| 6M | +17.5% | +16.8% | +0.7% | +16.9% |
| YTD | +7.6% | +15.3% | -7.7% | +7.1% |
| 1Y | +7.7% | +31.0% | -23.3% | +3.5% |
| All | +7.7% | +31.3% | -23.6% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling