+1,008.9%
BE vs TER
+766.9%
+242.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.2% | +5.4% | +6.7% |
| 7D | +29.8% | +11.0% | +18.8% | +21.0% |
| 30D | +26.4% | -1.9% | +28.3% | +27.8% |
| 3M | +9.3% | -0.7% | +10.0% | +10.6% |
| 6M | +105.1% | +36.4% | +68.7% | +54.3% |
| YTD | +219.0% | +92.4% | +126.6% | +89.3% |
| 1Y | +418.8% | +213.5% | +205.2% | +124.7% |
| 3Y | +1,784.6% | +277.2% | +1,507.3% | +536.0% |
| 5Y | +1,251.0% | +219.1% | +1,031.8% | +400.4% |
| All | +1,008.9% | +766.9% | +242.0% | +149.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling