+643.2%
GEV vs TER
+244.3%
+398.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.1% | +1.4% |
| 7D | +8.1% | +11.0% | -2.9% | +3.5% |
| 30D | -1.9% | -1.9% | 0.0% | -1.4% |
| 3M | +4.1% | -0.7% | +4.7% | +2.3% |
| 6M | +23.2% | +36.4% | -13.2% | +3.7% |
| YTD | +48.9% | +92.4% | -43.6% | +7.8% |
| 1Y | +62.2% | +213.5% | -151.3% | -4.2% |
| All | +643.2% | +244.3% | +398.9% | +312.4% |
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