+606.1%
COST vs TER
+1,891.7%
-1,285.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | -1.2% | +6.4% | -7.6% | -2.0% |
| 30D | -4.7% | -5.7% | +1.0% | -4.3% |
| 3M | -7.1% | -0.4% | -6.7% | -8.8% |
| 6M | -8.5% | +25.8% | -34.4% | -15.0% |
| YTD | +5.4% | +96.4% | -91.0% | -10.0% |
| 1Y | -5.6% | +229.2% | -234.9% | -27.6% |
| 3Y | +68.5% | +288.1% | -219.6% | +19.1% |
| 5Y | +105.2% | +219.9% | -114.7% | +46.7% |
| All | +606.1% | +1,891.7% | -1,285.7% | +249.2% |
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