+1,381.0%
NET vs RF
+134.0%
+1,247.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.0% |
| 7D | -16.4% | +2.3% | -18.6% | -17.0% |
| 30D | -25.8% | +7.2% | -33.1% | -27.5% |
| 3M | -11.5% | -8.2% | -3.3% | -9.4% |
| 6M | +18.9% | +7.0% | +11.9% | +16.1% |
| YTD | +35.2% | +10.3% | +24.9% | +30.4% |
| 1Y | +14.5% | +25.1% | -10.6% | +6.2% |
| 3Y | +313.8% | +110.3% | +203.5% | +230.8% |
| 5Y | +32.6% | +47.1% | -14.5% | +13.9% |
| All | +1,381.0% | +134.0% | +1,247.0% | +1,236.1% |
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 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