+231.7%
RF vs A
+308.8%
-77.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +4.6% | +3.3% | +1.4% | +2.9% |
| 3M | -8.4% | +18.5% | -27.0% | -16.3% |
| 6M | +8.9% | +59.3% | -50.4% | -15.2% |
| YTD | +8.8% | +31.0% | -22.2% | -6.9% |
| 1Y | +18.9% | +19.3% | -0.4% | +6.7% |
| 3Y | +116.0% | +66.8% | +49.2% | +55.6% |
| 5Y | +46.0% | +15.5% | +30.5% | +25.4% |
| 10Y | +231.7% | +312.3% | -80.6% | +50.1% |
| All | +231.7% | +308.8% | -77.1% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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