+1,001.8%
TER vs A
+328.7%
+673.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.1% | +9.6% | +10.5% |
| 7D | -5.8% | +4.8% | -10.5% | -8.4% |
| 30D | -38.9% | +5.6% | -44.6% | -40.9% |
| 3M | -35.1% | +23.6% | -58.7% | -44.5% |
| 6M | -31.6% | +56.4% | -87.9% | -51.7% |
| YTD | +27.2% | +33.4% | -6.2% | +1.1% |
| 1Y | +35.2% | +23.7% | +11.5% | +13.5% |
| 3Y | +192.8% | +71.0% | +121.8% | +85.7% |
| 5Y | +72.4% | +16.8% | +55.6% | +44.4% |
| 10Y | +1,001.8% | +323.8% | +678.1% | +302.3% |
| All | +1,001.8% | +328.7% | +673.1% | +302.3% |
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