+200.5%
B vs RF
+277.2%
-76.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +4.2% |
| 7D | +11.3% | -0.1% | +11.5% | +11.3% |
| 30D | +2.9% | +7.0% | -4.1% | +2.8% |
| 3M | -2.9% | -7.0% | +4.2% | -2.7% |
| 6M | -1.2% | +6.8% | -8.0% | -1.4% |
| YTD | -1.3% | +9.9% | -11.2% | -1.6% |
| 1Y | +30.4% | +21.1% | +9.3% | +29.9% |
| 3Y | +195.3% | +119.6% | +75.6% | +192.3% |
| 5Y | +146.2% | +46.2% | +100.0% | +143.4% |
| 10Y | +200.5% | +261.5% | -61.0% | +265.7% |
| All | +200.5% | +277.2% | -76.7% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling