+54.1%
T vs RF
+277.2%
-223.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.2% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -1.7% | +7.0% | -8.7% | -3.4% |
| 3M | -7.3% | -7.0% | -0.3% | -5.7% |
| 6M | -11.2% | +6.8% | -18.0% | -12.8% |
| YTD | -8.1% | +9.9% | -18.0% | -10.7% |
| 1Y | -8.0% | +21.1% | -29.1% | -13.0% |
| 3Y | +62.1% | +119.6% | -57.5% | +27.8% |
| 5Y | +55.7% | +46.2% | +9.5% | +33.5% |
| 10Y | +54.1% | +261.5% | -207.4% | +9.1% |
| All | +54.1% | +277.2% | -223.1% | +9.1% |
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