+71.8%
COST vs TER
+278.1%
-206.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -0.7% |
| 7D | -3.2% | +11.0% | -14.1% | -3.3% |
| 30D | -4.0% | -1.9% | -2.1% | -4.0% |
| 3M | -6.5% | -0.7% | -5.8% | -6.9% |
| 6M | -8.5% | +36.4% | -44.9% | -11.3% |
| YTD | +6.0% | +92.4% | -86.4% | -0.4% |
| 1Y | -5.8% | +213.5% | -219.3% | -15.8% |
| 3Y | +71.8% | +277.2% | -205.4% | +42.7% |
| All | +71.8% | +278.1% | -206.3% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling