+71.7%
TER vs ALL
+161.6%
-90.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.4% |
| 7D | +14.4% | +5.0% | +9.3% | +14.7% |
| 30D | -30.6% | +13.3% | -43.9% | -30.1% |
| 3M | -39.2% | +3.2% | -42.4% | -38.8% |
| 6M | -31.3% | +25.3% | -56.6% | -32.2% |
| YTD | +29.1% | +30.5% | -1.4% | +26.3% |
| 1Y | +47.4% | +29.2% | +18.2% | +44.4% |
| 3Y | +191.2% | +119.1% | +72.1% | +142.8% |
| All | +71.7% | +161.6% | -90.0% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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