+43.9%
EXC vs RF
+42.4%
+1.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +0.9% |
| 7D | +1.4% | -1.6% | +3.0% | +1.5% |
| 30D | +11.6% | +5.0% | +6.6% | +11.0% |
| 3M | +2.7% | -10.0% | +12.6% | +3.8% |
| 6M | +2.7% | +3.3% | -0.7% | +2.2% |
| YTD | +9.7% | +7.9% | +1.8% | +8.3% |
| 1Y | +4.5% | +21.2% | -16.7% | +1.6% |
| 3Y | +28.5% | +105.8% | -77.3% | +13.2% |
| 5Y | +43.9% | +43.7% | +0.2% | +34.5% |
| All | +43.9% | +42.4% | +1.5% | +34.5% |
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