+55.2%
T vs RF
+45.3%
+9.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | -7.7% | -7.8% | +0.1% | -6.6% |
| 6M | -10.6% | +5.9% | -16.6% | -11.5% |
| YTD | -7.5% | +9.0% | -16.5% | -9.1% |
| 1Y | -7.4% | +19.3% | -26.7% | -10.5% |
| 3Y | +63.1% | +116.4% | -53.4% | +38.3% |
| 5Y | +55.2% | +46.0% | +9.2% | +40.3% |
| All | +55.2% | +45.3% | +9.9% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling