+231.7%
RF vs BR
+280.7%
-49.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -1.3% | +1.9% | -3.2% | -2.3% |
| 30D | +4.6% | +15.9% | -11.2% | -3.1% |
| 3M | -8.4% | +13.7% | -22.1% | -14.7% |
| 6M | +8.9% | +31.0% | -22.1% | -6.8% |
| YTD | +8.8% | -12.0% | +20.8% | +14.4% |
| 1Y | +18.9% | -11.5% | +30.4% | +24.6% |
| 3Y | +116.0% | +14.9% | +101.0% | +92.6% |
| 5Y | +46.0% | +20.1% | +26.0% | +24.3% |
| 10Y | +231.7% | +278.9% | -47.2% | +83.4% |
| All | +231.7% | +280.7% | -49.0% | +83.4% |
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