+1,744.2%
TER vs A
+237.5%
+1,506.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +6.1% |
| 7D | +11.0% | -2.1% | +13.0% | +12.5% |
| 30D | -1.9% | +0.6% | -2.5% | -2.8% |
| 3M | -0.7% | +10.9% | -11.5% | -8.8% |
| 6M | +36.4% | +28.2% | +8.2% | +11.4% |
| YTD | +92.4% | +8.6% | +83.9% | +77.0% |
| 1Y | +213.5% | +15.5% | +198.0% | +173.1% |
| 3Y | +277.2% | +31.8% | +245.4% | +187.7% |
| 5Y | +219.1% | -14.9% | +234.0% | +237.4% |
| 10Y | +1,744.2% | +237.8% | +1,506.4% | +665.8% |
| All | +1,744.2% | +237.5% | +1,506.8% | +665.8% |
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