+995.4%
TER vs AR
+57.4%
+938.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +14.4% | +7.4% | +7.0% | +13.3% |
| 30D | -30.6% | +5.8% | -36.3% | -31.1% |
| 3M | -39.2% | +5.2% | -44.4% | -39.8% |
| 6M | -31.3% | +5.4% | -36.7% | -32.3% |
| YTD | +29.1% | +12.4% | +16.7% | +25.1% |
| 1Y | +47.4% | +12.8% | +34.6% | +42.8% |
| 3Y | +191.2% | +47.2% | +144.0% | +170.1% |
| 5Y | +74.0% | +101.1% | -27.2% | +52.6% |
| All | +995.4% | +57.4% | +938.1% | +822.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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