+338.5%
RF vs BR
+185.2%
+153.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -0.1% | -5.0% | +4.9% | +2.4% |
| 30D | -4.0% | -2.5% | -1.6% | -3.1% |
| 3M | +5.6% | +13.5% | -7.9% | -1.9% |
| 6M | +13.1% | -9.4% | +22.5% | +17.5% |
| YTD | +13.6% | -23.3% | +36.8% | +28.1% |
| 1Y | +16.0% | -31.6% | +47.6% | +39.4% |
| 3Y | +90.2% | -5.1% | +95.3% | +88.7% |
| 5Y | +87.0% | +8.2% | +78.8% | +68.0% |
| 10Y | +338.5% | +189.8% | +148.6% | +192.7% |
| All | +338.5% | +185.2% | +153.3% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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