+102.6%
V vs RF
+42.4%
+60.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.5% |
| 7D | +2.9% | -1.6% | +4.6% | +3.5% |
| 30D | +14.0% | +5.0% | +9.0% | +12.3% |
| 3M | +14.9% | -10.0% | +24.9% | +18.6% |
| 6M | +31.7% | +3.3% | +28.4% | +30.2% |
| YTD | +21.2% | +7.9% | +13.3% | +17.9% |
| 1Y | +25.3% | +21.2% | +4.0% | +17.5% |
| 3Y | +77.5% | +105.8% | -28.3% | +38.5% |
| 5Y | +102.6% | +43.7% | +58.8% | +77.1% |
| All | +102.6% | +42.4% | +60.1% | +77.1% |
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