+213.6%
RF vs BG
+111.0%
+102.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +0.5% |
| 7D | +1.9% | +2.6% | -0.6% | +0.8% |
| 30D | +7.3% | -6.7% | +14.0% | +10.5% |
| 3M | -7.9% | -9.3% | +1.3% | -4.6% |
| 6M | +10.5% | -18.3% | +28.9% | +18.9% |
| YTD | +9.6% | +16.2% | -6.5% | -1.8% |
| 1Y | +20.3% | +7.6% | +12.7% | +11.7% |
| 3Y | +119.5% | +6.6% | +113.0% | +97.0% |
| 5Y | +48.2% | +22.2% | +26.0% | +17.8% |
| All | +213.6% | +111.0% | +102.6% | +46.3% |
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