+33.2%
BE vs RF
+19.4%
+13.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.1% |
| 7D | -13.4% | +0.3% | -13.7% | -13.3% |
| 30D | -33.9% | +6.2% | -40.1% | -35.1% |
| 3M | -12.0% | -7.8% | -4.1% | -9.0% |
| 6M | -29.0% | +5.9% | -34.9% | -33.2% |
| YTD | +113.4% | +9.0% | +104.4% | +89.0% |
| 1Y | +33.2% | +19.3% | +13.9% | +10.5% |
| All | +33.2% | +19.4% | +13.7% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling