+53.9%
F vs RF
+89.8%
-35.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +5.3% | +1.3% | +4.0% | +4.5% |
| 30D | +4.6% | -3.6% | +8.2% | +6.8% |
| 3M | -3.7% | +8.1% | -11.7% | -8.4% |
| 6M | +16.8% | +11.5% | +5.3% | +8.7% |
| YTD | +15.3% | +15.6% | -0.3% | +4.5% |
| 1Y | +31.0% | +15.7% | +15.3% | +18.4% |
| 3Y | +45.4% | +86.9% | -41.5% | -5.7% |
| All | +53.9% | +89.8% | -35.9% | -4.8% |
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