+749.2%
COST vs TER
+1,060.7%
-311.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +2.5% | +24.0% | -21.5% | -0.1% |
| 30D | +14.6% | -30.6% | +45.2% | +18.9% |
| 3M | +15.2% | -34.5% | +49.7% | +19.7% |
| 6M | +7.2% | -26.4% | +33.6% | +7.3% |
| YTD | +27.4% | +36.4% | -9.0% | +12.5% |
| 1Y | +20.2% | +47.4% | -27.2% | +4.4% |
| 3Y | +96.9% | +202.6% | -105.7% | +40.6% |
| 5Y | +122.8% | +83.9% | +38.9% | +70.9% |
| All | +749.2% | +1,060.7% | -311.4% | +389.8% |
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 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