+641.7%
BE vs TER
+471.8%
+169.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.1% | -4.2% |
| 7D | -13.4% | -8.9% | -4.5% | -7.0% |
| 30D | -33.9% | -39.1% | +5.2% | -5.9% |
| 3M | -12.0% | -32.8% | +20.8% | +15.6% |
| 6M | -29.0% | -31.7% | +2.8% | -7.1% |
| YTD | +113.4% | +26.9% | +86.5% | +68.8% |
| 1Y | +33.2% | +33.6% | -0.4% | +3.8% |
| 3Y | +1,659.2% | +181.5% | +1,477.7% | +619.5% |
| 5Y | +461.4% | +76.1% | +385.2% | +218.1% |
| All | +641.7% | +471.8% | +169.9% | +122.5% |
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