+170.1%
RF vs BG
+1,131.5%
-961.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +1.3% | +2.8% | -1.5% | +0.1% |
| 30D | -3.6% | +12.0% | -15.7% | -8.1% |
| 3M | +8.1% | -7.7% | +15.8% | +10.6% |
| 6M | +11.5% | +4.5% | +7.0% | +7.6% |
| YTD | +15.6% | +35.7% | -20.1% | +0.1% |
| 1Y | +15.7% | +50.1% | -34.4% | -4.9% |
| 3Y | +86.9% | +12.6% | +74.3% | +69.0% |
| 5Y | +89.8% | +75.4% | +14.4% | +39.3% |
| 10Y | +344.7% | +150.5% | +194.2% | +170.5% |
| All | +170.1% | +1,131.5% | -961.4% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling