+1,006.2%
TER vs A
+312.5%
+693.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.7% |
| 7D | -8.9% | +1.4% | -10.3% | -9.4% |
| 30D | -39.1% | +4.3% | -43.4% | -40.5% |
| 3M | -32.8% | +19.8% | -52.5% | -41.1% |
| 6M | -31.7% | +54.4% | -86.1% | -51.4% |
| YTD | +26.9% | +31.7% | -4.8% | +1.8% |
| 1Y | +33.6% | +22.4% | +11.1% | +12.9% |
| 3Y | +181.5% | +67.7% | +113.8% | +81.1% |
| 5Y | +76.1% | +15.7% | +60.4% | +48.4% |
| 10Y | +1,006.2% | +308.7% | +697.5% | +306.0% |
| All | +1,006.2% | +312.5% | +693.7% | +306.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling