+1,001.8%
TER vs B
+183.2%
+818.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.2% | +8.5% | +11.7% |
| 7D | -5.8% | +11.3% | -17.1% | -8.4% |
| 30D | -38.9% | +2.9% | -41.9% | -39.4% |
| 3M | -35.1% | -2.9% | -32.3% | -34.8% |
| 6M | -31.6% | -1.2% | -30.4% | -31.6% |
| YTD | +27.2% | -1.3% | +28.6% | +27.4% |
| 1Y | +35.2% | +30.4% | +4.8% | +28.4% |
| 3Y | +192.8% | +195.3% | -2.5% | +139.7% |
| 5Y | +72.4% | +146.2% | -73.8% | +42.4% |
| 10Y | +1,001.8% | +200.5% | +801.4% | +794.4% |
| All | +1,001.8% | +183.2% | +818.6% | +794.4% |
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