+27.7%
V vs F
-6.9%
+34.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.9% | -3.1% | +4.0% | +1.0% |
| 30D | +9.0% | 0.0% | +8.9% | +9.0% |
| 3M | +16.7% | -13.2% | +29.9% | +16.8% |
| 6M | +33.4% | -10.2% | +43.6% | +33.5% |
| YTD | +22.4% | -4.9% | +27.3% | +21.8% |
| 1Y | +27.7% | -6.1% | +33.8% | +27.4% |
| All | +27.7% | -6.9% | +34.6% | +27.4% |
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