+186.7%
B vs RF
+279.4%
-92.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +9.6% | -0.9% | +10.5% | +9.6% |
| 30D | +3.5% | +6.0% | -2.5% | +3.4% |
| 3M | -1.6% | -8.9% | +7.3% | -1.4% |
| 6M | -1.7% | +2.3% | -4.0% | -1.8% |
| YTD | -5.3% | +7.6% | -12.9% | -5.5% |
| 1Y | +27.2% | +21.2% | +6.1% | +26.7% |
| 3Y | +166.1% | +108.5% | +57.6% | +163.4% |
| 5Y | +136.5% | +43.2% | +93.3% | +133.9% |
| All | +186.7% | +279.4% | -92.8% | +241.9% |
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