+112.5%
NET vs RF
+89.8%
+22.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -7.0% | +1.3% | -8.3% | -7.8% |
| 30D | -4.8% | -3.6% | -1.2% | -2.6% |
| 3M | +3.8% | +8.1% | -4.3% | -1.5% |
| 6M | +50.0% | +11.5% | +38.6% | +39.0% |
| YTD | +41.5% | +15.6% | +25.9% | +27.3% |
| 1Y | +32.8% | +15.7% | +17.2% | +19.0% |
| 3Y | +335.9% | +86.9% | +249.0% | +171.8% |
| All | +112.5% | +89.8% | +22.6% | +51.4% |
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