+172.1%
EXC vs RF
+279.4%
-107.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -1.2% | -0.9% | -0.3% | -1.0% |
| 30D | +10.0% | +6.0% | +3.9% | +8.5% |
| 3M | +1.6% | -8.9% | +10.5% | +3.7% |
| 6M | +3.3% | +2.3% | +0.9% | +2.5% |
| YTD | +7.6% | +7.6% | 0.0% | +5.1% |
| 1Y | +3.5% | +21.2% | -17.7% | -1.8% |
| 3Y | +27.7% | +108.5% | -80.9% | +3.1% |
| 5Y | +41.1% | +43.2% | -2.1% | +22.4% |
| All | +172.1% | +279.4% | -107.3% | +91.3% |
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