+2,926.4%
V vs F
+445.6%
+2,480.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.4% |
| 7D | -1.7% | +5.3% | -7.0% | -3.1% |
| 30D | +2.0% | +4.6% | -2.6% | +0.6% |
| 3M | +17.4% | -3.7% | +21.0% | +18.0% |
| 6M | +17.5% | +16.8% | +0.7% | +10.9% |
| YTD | +7.6% | +15.3% | -7.7% | +1.7% |
| 1Y | +7.7% | +31.0% | -23.3% | -2.2% |
| 3Y | +54.7% | +45.4% | +9.2% | +32.0% |
| 5Y | +73.0% | +54.7% | +18.4% | +39.0% |
| 10Y | +390.9% | +98.2% | +292.6% | +239.7% |
| All | +2,926.4% | +445.6% | +2,480.8% | +1,287.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling