+1,077.0%
TER vs B
+203.3%
+873.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.6% | +9.9% | +8.7% |
| 7D | +5.9% | -2.7% | +8.6% | +6.6% |
| 30D | -30.8% | -4.3% | -26.4% | -30.1% |
| 3M | -29.9% | -2.3% | -27.7% | -29.7% |
| 6M | -27.5% | -16.2% | -11.2% | -24.6% |
| YTD | +37.5% | -8.8% | +46.3% | +40.2% |
| 1Y | +50.3% | +11.4% | +38.9% | +47.5% |
| 3Y | +204.9% | +174.3% | +30.6% | +153.5% |
| 5Y | +89.2% | +116.2% | -27.0% | +59.8% |
| 10Y | +1,077.0% | +222.7% | +854.2% | +857.4% |
| All | +1,077.0% | +203.3% | +873.6% | +857.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling