+1,077.0%
TER vs AR
+58.9%
+1,018.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +8.1% |
| 7D | +5.9% | +2.1% | +3.8% | +5.7% |
| 30D | -30.8% | +4.5% | -35.3% | -31.1% |
| 3M | -29.9% | +1.0% | -31.0% | -30.2% |
| 6M | -27.5% | +4.4% | -31.9% | -28.4% |
| YTD | +37.5% | +10.9% | +26.6% | +33.6% |
| 1Y | +50.3% | +8.6% | +41.7% | +46.4% |
| 3Y | +204.9% | +48.5% | +156.4% | +182.7% |
| 5Y | +89.2% | +95.7% | -6.6% | +66.5% |
| 10Y | +1,077.0% | +55.5% | +1,021.5% | +892.6% |
| All | +1,077.0% | +58.9% | +1,018.0% | +892.6% |
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