+99.1%
V vs F
-12.6%
+111.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +2.2% | +1.6% | +0.6% | +1.9% |
| 30D | +13.6% | +2.6% | +10.9% | +13.0% |
| 3M | +14.3% | -8.8% | +23.1% | +16.1% |
| 6M | +33.1% | +4.6% | +28.5% | +30.1% |
| YTD | +21.2% | -1.9% | +23.1% | +19.7% |
| 1Y | +26.4% | -0.8% | +27.2% | +24.4% |
| 3Y | +77.6% | +43.5% | +34.1% | +54.6% |
| All | +99.1% | -12.6% | +111.6% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling