+76.1%
TER vs AR
+87.1%
-11.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +4.3% | +8.2% | +11.6% |
| 7D | -8.9% | -5.8% | -3.1% | -7.6% |
| 30D | -39.1% | +4.8% | -43.9% | -39.6% |
| 3M | -32.8% | +1.5% | -34.3% | -33.2% |
| 6M | -31.7% | +4.7% | -36.4% | -33.1% |
| YTD | +26.9% | +9.2% | +17.7% | +21.2% |
| 1Y | +33.6% | +11.2% | +22.4% | +26.7% |
| 3Y | +181.5% | +46.2% | +135.3% | +148.3% |
| 5Y | +76.1% | +98.1% | -21.9% | +42.4% |
| All | +76.1% | +87.1% | -11.0% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling