+112.4%
C vs TER
+73.2%
+39.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +12.7% | -10.3% | -0.2% |
| 7D | -0.9% | -5.8% | +4.8% | -0.1% |
| 30D | -5.4% | -38.9% | +33.5% | +4.2% |
| 3M | -9.2% | -35.1% | +26.0% | -2.2% |
| 6M | -1.8% | -31.6% | +29.7% | +1.7% |
| YTD | +6.7% | +27.2% | -20.6% | -7.9% |
| 1Y | +23.5% | +35.2% | -11.7% | +4.7% |
| 3Y | +219.8% | +192.8% | +27.0% | +101.0% |
| 5Y | +112.4% | +72.4% | +40.0% | +41.8% |
| All | +112.4% | +73.2% | +39.2% | +41.8% |
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