+675.5%
BE vs TER
+473.2%
+202.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +12.7% | -0.8% | +3.0% |
| 7D | -1.2% | -5.8% | +4.5% | +3.7% |
| 30D | -30.9% | -38.9% | +8.0% | -1.8% |
| 3M | -11.6% | -35.1% | +23.5% | +19.0% |
| 6M | -25.7% | -31.6% | +5.8% | -3.0% |
| YTD | +123.1% | +27.2% | +95.9% | +76.1% |
| 1Y | +43.4% | +35.2% | +8.2% | +10.9% |
| 3Y | +1,683.6% | +192.8% | +1,490.8% | +606.3% |
| 5Y | +465.4% | +72.4% | +393.0% | +225.5% |
| All | +675.5% | +473.2% | +202.3% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling