+202.8%
TER vs A
-12.8%
+215.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.1% |
| 7D | +0.6% | -1.9% | +2.6% | +2.0% |
| 30D | -8.3% | +6.9% | -15.2% | -12.6% |
| 3M | -12.2% | +9.2% | -21.4% | -17.8% |
| 6M | +17.1% | +25.7% | -8.6% | -1.1% |
| YTD | +84.7% | +11.5% | +73.1% | +68.5% |
| 1Y | +199.9% | +18.4% | +181.6% | +160.6% |
| 3Y | +232.8% | +26.6% | +206.2% | +167.9% |
| All | +202.8% | -12.8% | +215.7% | +202.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling