+202.8%
TER vs RF
+89.8%
+113.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +0.6% | +1.3% | -0.7% | -0.2% |
| 30D | -8.3% | -3.6% | -4.7% | -6.2% |
| 3M | -12.2% | +8.1% | -20.3% | -16.9% |
| 6M | +17.1% | +11.5% | +5.6% | +9.2% |
| YTD | +84.7% | +15.6% | +69.1% | +68.9% |
| 1Y | +199.9% | +15.7% | +184.2% | +173.2% |
| 3Y | +232.8% | +86.9% | +145.9% | +127.3% |
| All | +202.8% | +89.8% | +113.0% | +108.8% |
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