+8.6%
V vs F
+24.7%
-16.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.7% |
| 7D | -1.1% | +1.2% | -2.2% | -1.1% |
| 30D | +1.9% | +1.2% | +0.7% | +1.9% |
| 3M | +15.5% | -5.7% | +21.2% | +15.8% |
| 6M | +16.6% | +17.9% | -1.3% | +15.4% |
| YTD | +5.7% | +10.4% | -4.7% | +5.3% |
| 1Y | +8.6% | +25.3% | -16.8% | +4.4% |
| All | +8.6% | +24.7% | -16.1% | +4.4% |
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