+72.2%
V vs RF
+89.8%
-17.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.7% | +1.3% | -3.0% | -2.1% |
| 30D | +2.0% | -3.6% | +5.6% | +3.1% |
| 3M | +17.4% | +8.1% | +9.3% | +14.5% |
| 6M | +17.5% | +11.5% | +6.0% | +13.3% |
| YTD | +7.6% | +15.6% | -8.0% | +2.4% |
| 1Y | +7.7% | +15.7% | -8.0% | +2.3% |
| 3Y | +54.7% | +86.9% | -32.2% | +24.5% |
| All | +72.2% | +89.8% | -17.7% | +35.3% |
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