+152.5%
EXC vs RF
+343.3%
-190.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | -3.7% | -3.6% | -0.1% | -3.0% |
| 3M | -1.3% | +8.1% | -9.4% | -3.1% |
| 6M | -9.7% | +11.5% | -21.2% | -12.1% |
| YTD | +2.9% | +15.6% | -12.7% | -1.0% |
| 1Y | +4.4% | +15.7% | -11.3% | +0.1% |
| 3Y | +22.2% | +86.9% | -64.7% | +1.6% |
| 5Y | +46.7% | +89.8% | -43.1% | +17.6% |
| All | +152.5% | +343.3% | -190.8% | +57.0% |
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