-10.6%
BA vs TER
+144.0%
-154.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -15.2% | +12.7% | -0.6% |
| 7D | -0.1% | -28.2% | +28.1% | +3.9% |
| 30D | -9.1% | -50.6% | +41.4% | -0.9% |
| 3M | -28.2% | -45.3% | +17.2% | -23.2% |
| 6M | -23.1% | -40.4% | +17.3% | -20.7% |
| YTD | -20.6% | +10.0% | -30.6% | -27.8% |
| 1Y | -12.7% | +13.6% | -26.3% | -21.3% |
| All | -10.6% | +144.0% | -154.6% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 3y: compounded portfolio wealth divided by compounded TER 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…
3y analysis · Full analysis span regression · 6 months rolling