+401.7%
TER vs A
+546.2%
-144.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.8% | +1.5% |
| 7D | -20.5% | -0.1% | -20.4% | -20.2% |
| 30D | -47.0% | +3.4% | -50.4% | -47.9% |
| 3M | -43.3% | +23.8% | -67.1% | -50.3% |
| 6M | -42.9% | +49.0% | -91.9% | -55.9% |
| YTD | +12.9% | +29.4% | -16.5% | -4.8% |
| 1Y | +18.2% | +19.4% | -1.2% | +4.5% |
| 3Y | +151.8% | +66.2% | +85.6% | +80.1% |
| 5Y | +54.2% | +15.8% | +38.4% | +35.9% |
| 10Y | +908.2% | +326.1% | +582.1% | +315.7% |
| All | +401.7% | +546.2% | -144.6% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling