+81.1%
F vs RF
+280.8%
-199.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | +0.1% |
| 7D | +1.4% | -1.6% | +3.0% | +2.3% |
| 30D | +2.0% | +5.0% | -3.0% | -0.8% |
| 3M | -10.4% | -10.0% | -0.4% | -5.0% |
| 6M | +9.7% | +3.3% | +6.4% | +7.0% |
| YTD | -1.2% | +7.9% | -9.1% | -6.3% |
| 1Y | 0.0% | +21.2% | -21.2% | -11.3% |
| 3Y | +41.1% | +105.8% | -64.7% | -9.4% |
| 5Y | -11.4% | +43.7% | -55.2% | -31.8% |
| All | +81.1% | +280.8% | -199.6% | -14.5% |
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 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