+197.7%
EXC vs RF
+248.4%
-50.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +0.1% | +0.3% | -0.3% | 0.0% |
| 30D | +9.0% | +6.2% | +2.8% | +7.5% |
| 3M | +3.3% | -7.8% | +11.1% | +5.2% |
| 6M | +5.7% | +5.9% | -0.3% | +4.1% |
| YTD | +7.3% | +9.0% | -1.7% | +4.5% |
| 1Y | +2.9% | +19.3% | -16.3% | -2.1% |
| 3Y | +29.3% | +116.4% | -87.1% | +2.9% |
| 5Y | +40.1% | +46.0% | -6.0% | +20.4% |
| 10Y | +197.7% | +239.8% | -42.1% | +83.3% |
| All | +197.7% | +248.4% | -50.7% | +83.3% |
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