+3,422.7%
V vs RF
+146.4%
+3,276.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.5% |
| 7D | +9.0% | +2.3% | +6.7% | +8.5% |
| 30D | +18.1% | +7.2% | +10.8% | +16.3% |
| 3M | +18.3% | -8.2% | +26.6% | +20.6% |
| 6M | +34.1% | +7.0% | +27.1% | +31.9% |
| YTD | +25.2% | +10.3% | +14.9% | +22.2% |
| 1Y | +29.3% | +25.1% | +4.2% | +22.6% |
| 3Y | +83.4% | +110.3% | -27.0% | +53.1% |
| 5Y | +117.2% | +47.1% | +70.1% | +93.1% |
| 10Y | +483.0% | +297.9% | +185.1% | +302.0% |
| All | +3,422.7% | +146.4% | +3,276.3% | +1,957.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling