+760.1%
COST vs TER
+998.2%
-238.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.9% |
| 7D | +5.0% | +14.4% | -9.4% | +3.3% |
| 30D | +12.8% | -30.6% | +43.4% | +17.0% |
| 3M | +15.2% | -39.2% | +54.4% | +20.7% |
| 6M | +7.4% | -31.3% | +38.7% | +8.3% |
| YTD | +29.0% | +29.1% | 0.0% | +14.6% |
| 1Y | +20.3% | +47.4% | -27.1% | +4.1% |
| 3Y | +99.0% | +191.2% | -92.2% | +42.5% |
| 5Y | +125.7% | +74.0% | +51.7% | +74.2% |
| All | +760.1% | +998.2% | -238.0% | +399.0% |
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