+1,077.0%
TER vs RF
+241.0%
+835.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | +5.9% | -1.3% | +7.2% | +6.9% |
| 30D | -30.8% | +4.6% | -35.4% | -32.3% |
| 3M | -29.9% | -8.4% | -21.5% | -27.0% |
| 6M | -27.5% | +8.9% | -36.3% | -31.1% |
| YTD | +37.5% | +8.8% | +28.7% | +31.4% |
| 1Y | +50.3% | +18.9% | +31.3% | +37.6% |
| 3Y | +204.9% | +116.0% | +88.9% | +109.3% |
| 5Y | +89.2% | +46.0% | +43.1% | +52.2% |
| 10Y | +1,077.0% | +231.7% | +845.2% | +569.7% |
| All | +1,077.0% | +241.0% | +835.9% | +569.7% |
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