+210.1%
W vs RF
+223.4%
-13.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.4% |
| 7D | +0.2% | +1.9% | -1.8% | -1.0% |
| 30D | +6.8% | +7.3% | -0.5% | +2.4% |
| 3M | +10.7% | -7.9% | +18.6% | +16.5% |
| 6M | +86.3% | +10.5% | +75.8% | +76.0% |
| YTD | +11.5% | +9.6% | +1.8% | +5.6% |
| 1Y | +5.1% | +20.3% | -15.2% | -6.0% |
| 3Y | +171.0% | +119.5% | +51.5% | +79.6% |
| 5Y | -56.6% | +48.2% | -104.8% | -64.2% |
| All | +210.1% | +223.4% | -13.3% | +71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling