-15.8%
F vs RF
+42.5%
-58.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | +1.6% | -0.9% | +2.5% | +2.1% |
| 30D | +2.6% | +6.0% | -3.4% | -0.8% |
| 3M | -8.8% | -8.9% | +0.1% | -3.9% |
| 6M | +4.6% | +2.3% | +2.3% | +2.5% |
| YTD | -1.9% | +7.6% | -9.5% | -7.2% |
| 1Y | -0.8% | +21.2% | -21.9% | -12.7% |
| 3Y | +43.5% | +108.5% | -65.1% | -12.5% |
| All | -15.8% | +42.5% | -58.3% | -36.1% |
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