+58.8%
T vs RF
+248.4%
-189.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +2.6% | +0.3% | +2.2% | +2.5% |
| 30D | -1.1% | +6.2% | -7.3% | -2.6% |
| 3M | -7.7% | -7.8% | +0.1% | -5.9% |
| 6M | -10.6% | +5.9% | -16.6% | -12.1% |
| YTD | -7.5% | +9.0% | -16.5% | -10.0% |
| 1Y | -7.4% | +19.3% | -26.7% | -12.1% |
| 3Y | +63.1% | +116.4% | -53.4% | +28.8% |
| 5Y | +55.2% | +46.0% | +9.2% | +32.9% |
| 10Y | +58.8% | +239.8% | -181.0% | +8.7% |
| All | +58.8% | +248.4% | -189.6% | +8.7% |
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