+54.6%
TER vs AR
+71.8%
-17.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | -20.5% | -14.3% | -6.2% | -17.9% |
| 30D | -47.0% | +1.4% | -48.4% | -47.2% |
| 3M | -43.3% | +3.4% | -46.7% | -44.0% |
| 6M | -42.9% | -2.1% | -40.8% | -43.3% |
| YTD | +12.9% | +4.7% | +8.2% | +8.6% |
| 1Y | +18.2% | +10.6% | +7.6% | +11.9% |
| 3Y | +151.8% | +24.6% | +127.2% | +128.9% |
| All | +54.6% | +71.8% | -17.2% | +28.7% |
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