+532.2%
BE vs RF
+47.5%
+484.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.2% | -5.8% |
| 7D | +10.8% | +1.9% | +8.9% | +9.4% |
| 30D | -19.8% | +7.3% | -27.1% | -23.9% |
| 3M | -18.7% | -7.9% | -10.8% | -14.0% |
| 6M | -33.7% | +10.5% | -44.3% | -39.6% |
| YTD | +121.0% | +9.6% | +111.3% | +101.1% |
| 1Y | +85.4% | +20.3% | +65.1% | +56.5% |
| 3Y | +1,709.5% | +119.5% | +1,590.0% | +831.8% |
| All | +532.2% | +47.5% | +484.7% | +315.8% |
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