+199.8%
TER vs B
+70.0%
+129.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.2% | +7.7% | +6.7% |
| 7D | +0.6% | -1.6% | +2.2% | +1.4% |
| 30D | -8.3% | +9.4% | -17.7% | -13.9% |
| 3M | -12.2% | +5.0% | -17.2% | -15.8% |
| 6M | +17.0% | -3.5% | +20.6% | +15.5% |
| YTD | +84.6% | +4.5% | +80.1% | +75.4% |
| 1Y | +199.8% | +67.8% | +132.0% | +122.5% |
| All | +199.8% | +70.0% | +129.8% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling