+484.0%
V vs F
+64.5%
+419.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.9% | -3.1% | +4.0% | +1.7% |
| 30D | +9.0% | 0.0% | +8.9% | +9.0% |
| 3M | +16.7% | -13.2% | +29.9% | +20.7% |
| 6M | +33.4% | -10.2% | +43.6% | +35.5% |
| YTD | +22.4% | -4.9% | +27.3% | +21.4% |
| 1Y | +27.7% | -6.1% | +33.8% | +27.0% |
| 3Y | +78.0% | +46.0% | +32.0% | +50.3% |
| 5Y | +108.5% | -15.7% | +124.2% | +98.8% |
| All | +484.0% | +64.5% | +419.5% | +255.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling