+112.4%
C vs TER
+86.7%
+25.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | 0.0% |
| 7D | +4.7% | +24.0% | -19.2% | -0.1% |
| 30D | +0.2% | -30.6% | +30.8% | +7.3% |
| 3M | -9.3% | -34.5% | +25.2% | -2.5% |
| 6M | -0.8% | -26.4% | +25.5% | +1.1% |
| YTD | +8.5% | +36.4% | -27.9% | -7.8% |
| 1Y | +23.1% | +47.4% | -24.3% | +2.3% |
| 3Y | +220.8% | +202.6% | +18.2% | +100.8% |
| 5Y | +112.4% | +83.9% | +28.5% | +39.7% |
| All | +112.4% | +86.7% | +25.7% | +39.7% |
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