Analytics
Comprehensive analysis of your portfolio performance and risk metrics
Total Return
+25.4%
+5.2% vs benchmark
Annualized Return
18.2%
+3.1% vs benchmark
Volatility
12.5%
-2.7% vs benchmark
Sharpe Ratio
1.24
+0.26 vs benchmark
Portfolio Performance
Cumulative returns vs benchmark over time
Return Distribution
Distribution of monthly returns
Performance Attribution
Breakdown of returns by asset class
US Equities
+11.2%44.1% of total
International Equities
+5.8%22.8% of total
Bonds
+3.2%12.6% of total
Real Estate
+4.1%16.1% of total
Commodities
+1.1%4.4% of total