+41.4%
EXC vs RF
+46.7%
-5.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.2% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +9.3% | +7.0% | +2.3% | +8.5% |
| 3M | +1.0% | -7.0% | +8.1% | +1.8% |
| 6M | +5.9% | +6.8% | -0.8% | +5.1% |
| YTD | +7.6% | +9.9% | -2.3% | +6.0% |
| 1Y | +2.4% | +21.1% | -18.7% | -0.4% |
| 3Y | +30.2% | +119.6% | -89.4% | +13.5% |
| 5Y | +41.4% | +46.2% | -4.8% | +32.2% |
| All | +41.4% | +46.7% | -5.4% | +32.2% |
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