+105.5%
V vs F
-16.8%
+122.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.2% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | +9.5% | +2.9% | +6.6% | +8.9% |
| 3M | +16.7% | -9.5% | +26.1% | +18.7% |
| 6M | +32.9% | +4.0% | +28.9% | +30.1% |
| YTD | +21.1% | -1.3% | +22.4% | +19.4% |
| 1Y | +26.6% | -1.9% | +28.6% | +25.0% |
| 3Y | +78.4% | +53.5% | +24.9% | +52.6% |
| 5Y | +105.5% | -15.1% | +120.6% | +94.7% |
| All | +105.5% | -16.8% | +122.2% | +94.7% |
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 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