+62.5%
T vs RF
+223.4%
-160.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +2.5% | +1.9% | +0.6% | +2.0% |
| 30D | -3.8% | +7.3% | -11.1% | -5.5% |
| 3M | -8.7% | -7.9% | -0.8% | -6.9% |
| 6M | -8.1% | +10.5% | -18.6% | -10.6% |
| YTD | -6.4% | +9.6% | -16.1% | -9.2% |
| 1Y | -9.8% | +20.3% | -30.1% | -14.5% |
| 3Y | +65.5% | +119.5% | -54.0% | +30.0% |
| 5Y | +57.0% | +48.2% | +8.8% | +33.7% |
| All | +62.5% | +223.4% | -160.9% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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