Portfolio Performance & Risk Metrics (Beta, Sharpe, Alpha)

Performance Benchmark & Index Trackers

Advanced tools for measuring portfolio performance against benchmarks.

Alpha & Beta Estimator

Calculates Alpha (excess return) and Beta (volatility vs. market) using historical returns.

Asset Returns (%)

Market Returns (%)

Risk-Free Rate (%)

Sharpe & Sortino Ratio Calculator

Measures risk-adjusted return. Sharpe Ratio uses total volatility, while Sortino Ratio uses only downside volatility.

Portfolio Returns (%)

Risk-Free Rate (%)

Tracking Error Calculator

Measures the standard deviation of the difference between the portfolio's and the benchmark's returns, indicating the consistency of performance.

Portfolio Returns (%)

Benchmark Returns (%)

Information Ratio Tool

Measures portfolio returns beyond the returns of a benchmark, usually an index, relative to the volatility of those returns.

Portfolio Return (%)

Benchmark Return (%)

Tracking Error (%)

R-Squared vs. Benchmark

Measures the percentage of a portfolio's movements that can be explained by movements in its benchmark index. A higher R-squared indicates a closer tracking.

Portfolio Returns (%)

Benchmark Returns (%)