+1,076.1%
BE vs RF
+89.8%
+986.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.4% | +7.4% |
| 7D | +20.0% | +1.3% | +18.7% | +18.9% |
| 30D | +7.9% | -3.6% | +11.5% | +10.9% |
| 3M | -13.2% | +8.1% | -21.3% | -19.2% |
| 6M | +53.5% | +11.5% | +42.0% | +39.8% |
| YTD | +191.0% | +15.6% | +175.4% | +156.4% |
| 1Y | +360.5% | +15.7% | +344.8% | +303.9% |
| 3Y | +1,568.0% | +86.9% | +1,481.1% | +883.2% |
| All | +1,076.1% | +89.8% | +986.3% | +555.1% |
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