+454.5%
V vs F
+79.7%
+374.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.6% | +1.0% | -0.4% | +0.4% |
| 30D | +9.7% | +2.1% | +7.6% | +9.2% |
| 3M | +17.3% | -10.3% | +27.5% | +20.2% |
| 6M | +33.2% | +3.3% | +29.9% | +30.0% |
| YTD | +21.3% | -2.0% | +23.3% | +19.4% |
| 1Y | +27.3% | -2.3% | +29.6% | +25.4% |
| 3Y | +76.1% | +49.9% | +26.2% | +47.7% |
| 5Y | +103.5% | -12.5% | +115.9% | +92.0% |
| 10Y | +454.5% | +74.3% | +380.2% | +231.7% |
| All | +454.5% | +79.7% | +374.8% | +231.7% |
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