+737.9%
BE vs RF
+118.9%
+618.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.2% | +13.2% | +13.1% |
| 7D | +4.5% | -1.3% | +5.9% | +6.0% |
| 30D | -20.1% | +4.6% | -24.8% | -22.7% |
| 3M | -0.8% | -8.4% | +7.6% | +5.3% |
| 6M | -26.2% | +8.9% | -35.1% | -31.7% |
| YTD | +141.1% | +8.8% | +132.3% | +122.0% |
| 1Y | +64.8% | +18.9% | +45.9% | +42.1% |
| 3Y | +1,887.4% | +116.0% | +1,771.4% | +987.6% |
| 5Y | +518.1% | +46.0% | +472.1% | +340.4% |
| All | +737.9% | +118.9% | +618.9% | +134.0% |
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