+43.2%
TER vs A
+24.4%
+18.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.0% | -7.8% | -7.3% |
| 7D | -19.9% | -2.4% | -17.5% | -18.9% |
| 30D | -43.5% | +3.6% | -47.1% | -44.3% |
| 3M | -37.8% | +27.5% | -65.2% | -44.5% |
| 6M | -25.6% | +58.5% | -84.0% | -41.9% |
| YTD | +29.8% | +31.2% | -1.4% | +10.4% |
| 1Y | +43.2% | +22.2% | +21.0% | +25.1% |
| All | +43.2% | +24.4% | +18.8% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling