+121.7%
B vs RF
+45.3%
+76.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -6.0% |
| 7D | +7.1% | +0.3% | +6.8% | +7.1% |
| 30D | -3.3% | +6.2% | -9.5% | -3.7% |
| 3M | -2.5% | -7.8% | +5.3% | -2.1% |
| 6M | -7.2% | +5.9% | -13.2% | -7.8% |
| YTD | -7.4% | +9.0% | -16.4% | -8.2% |
| 1Y | +16.4% | +19.3% | -2.8% | +14.9% |
| 3Y | +178.7% | +116.4% | +62.3% | +165.7% |
| 5Y | +121.7% | +46.0% | +75.7% | +107.5% |
| All | +121.7% | +45.3% | +76.4% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling