+1,057.8%
TER vs AR
+57.2%
+1,000.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +24.0% | +6.4% | +17.6% | +22.9% |
| 30D | -30.6% | +3.1% | -33.8% | -30.9% |
| 3M | -34.5% | +3.3% | -37.8% | -35.0% |
| 6M | -26.4% | +6.6% | -32.9% | -27.5% |
| YTD | +36.4% | +12.3% | +24.1% | +32.2% |
| 1Y | +47.4% | +12.3% | +35.1% | +42.8% |
| 3Y | +202.6% | +50.4% | +152.1% | +179.9% |
| 5Y | +83.9% | +101.0% | -17.1% | +61.3% |
| All | +1,057.8% | +57.2% | +1,000.5% | +875.2% |
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