+72.2%
V vs F
+55.4%
+16.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.2% |
| 7D | -1.7% | +5.3% | -7.0% | -2.7% |
| 30D | +2.0% | +4.6% | -2.6% | +1.0% |
| 3M | +17.4% | -3.7% | +21.0% | +17.9% |
| 6M | +17.5% | +16.8% | +0.7% | +12.7% |
| YTD | +7.6% | +15.3% | -7.7% | +3.2% |
| 1Y | +7.7% | +31.0% | -23.3% | 0.0% |
| 3Y | +54.7% | +45.4% | +9.2% | +36.3% |
| All | +72.2% | +55.4% | +16.8% | +49.2% |
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