-23.1%
BA vs TER
+49.3%
-72.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -15.2% | +12.7% | +0.5% |
| 7D | -0.1% | -28.2% | +28.1% | +6.3% |
| 30D | -9.1% | -50.6% | +41.4% | +4.0% |
| 3M | -28.2% | -45.3% | +17.2% | -20.2% |
| 6M | -23.1% | -40.4% | +17.3% | -19.1% |
| YTD | -20.6% | +10.0% | -30.6% | -31.1% |
| 1Y | -12.7% | +13.6% | -26.3% | -25.2% |
| 3Y | -11.6% | +145.2% | -156.8% | -47.2% |
| 5Y | -23.1% | +50.4% | -73.5% | -50.3% |
| All | -23.1% | +49.3% | -72.4% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling