+444.2%
V vs F
+88.0%
+356.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.3% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | +9.5% | +2.9% | +6.6% | +8.7% |
| 3M | +16.7% | -9.5% | +26.1% | +19.3% |
| 6M | +32.9% | +4.0% | +28.9% | +29.5% |
| YTD | +21.1% | -1.3% | +22.4% | +19.0% |
| 1Y | +26.6% | -1.9% | +28.6% | +24.6% |
| 3Y | +78.4% | +53.5% | +24.9% | +48.6% |
| 5Y | +105.5% | -15.1% | +120.6% | +95.8% |
| 10Y | +444.2% | +81.0% | +363.3% | +225.1% |
| All | +444.2% | +88.0% | +356.3% | +225.1% |
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