+54.6%
TER vs RF
+42.5%
+12.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.8% |
| 7D | -20.5% | -0.9% | -19.6% | -20.0% |
| 30D | -47.0% | +6.0% | -53.0% | -49.0% |
| 3M | -43.3% | -8.9% | -34.4% | -40.2% |
| 6M | -42.9% | +2.3% | -45.2% | -44.5% |
| YTD | +12.9% | +7.6% | +5.3% | +7.1% |
| 1Y | +18.2% | +21.2% | -3.0% | +4.4% |
| 3Y | +151.8% | +108.5% | +43.3% | +60.8% |
| All | +54.6% | +42.5% | +12.1% | +19.3% |
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