+122.5%
COST vs TER
+74.7%
+47.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +4.6% | -8.9% | +13.5% | +5.1% |
| 30D | +12.8% | -39.1% | +51.8% | +16.9% |
| 3M | +12.1% | -32.8% | +44.8% | +14.7% |
| 6M | +6.0% | -31.7% | +37.7% | +6.3% |
| YTD | +24.4% | +26.9% | -2.6% | +11.0% |
| 1Y | +17.1% | +33.6% | -16.4% | +3.4% |
| 3Y | +92.2% | +181.5% | -89.4% | +34.8% |
| 5Y | +122.5% | +76.1% | +46.4% | +66.7% |
| All | +122.5% | +74.7% | +47.8% | +66.7% |
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 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