+336.7%
RF vs BG
+159.1%
+177.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.5% | -3.1% |
| 7D | +2.7% | +2.4% | +0.3% | +1.5% |
| 30D | -3.4% | +15.0% | -18.4% | -9.5% |
| 3M | +6.4% | -0.7% | +7.0% | +5.6% |
| 6M | +13.4% | +7.5% | +5.9% | +7.5% |
| YTD | +14.2% | +41.6% | -27.4% | -5.5% |
| 1Y | +15.7% | +50.7% | -35.0% | -8.3% |
| 3Y | +91.3% | +20.3% | +71.1% | +65.2% |
| 5Y | +89.8% | +85.2% | +4.5% | +23.0% |
| 10Y | +336.7% | +160.6% | +176.1% | +106.2% |
| All | +336.7% | +159.1% | +177.6% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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