+196.7%
EXC vs RF
+223.4%
-26.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.1% |
| 7D | +1.4% | +1.9% | -0.6% | +0.9% |
| 30D | +8.6% | +7.3% | +1.2% | +6.8% |
| 3M | +2.4% | -7.9% | +10.3% | +4.3% |
| 6M | +6.5% | +10.5% | -4.1% | +3.8% |
| YTD | +9.0% | +9.6% | -0.6% | +6.0% |
| 1Y | +4.6% | +20.3% | -15.7% | -0.7% |
| 3Y | +33.5% | +119.5% | -86.0% | +5.9% |
| 5Y | +41.4% | +48.2% | -6.8% | +21.1% |
| All | +196.7% | +223.4% | -26.7% | +85.6% |
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