Beta Calculator

Calculate Beta, Alpha and R² from return data

Asset returns (%)

Benchmark returns (%)

Observation periods per year

Beta

1.527273

Simple alpha per period

-0.539394%

R²

0.998114

This uses a standard formula. Periodic rate, compounding frequency, and cash-flow timing follow the displayed inputs; unentered taxes, fees, and market changes are excluded.

Values must be consecutive, equal-length subperiod returns. Annualization uses the entered observations per year. Beta and tracking error are sample- and benchmark-sensitive and do not predict future risk or return.