+1,006.2%
TER vs B
+184.6%
+821.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +1.3% |
| 7D | -8.9% | +7.1% | -16.0% | -10.7% |
| 30D | -39.1% | -3.3% | -35.7% | -38.6% |
| 3M | -32.8% | -2.5% | -30.2% | -32.5% |
| 6M | -31.7% | -7.2% | -24.5% | -30.7% |
| YTD | +26.9% | -7.4% | +34.3% | +29.0% |
| 1Y | +33.6% | +16.4% | +17.1% | +29.9% |
| 3Y | +181.5% | +178.7% | +2.8% | +133.7% |
| 5Y | +76.1% | +121.7% | -45.6% | +48.3% |
| 10Y | +1,006.2% | +208.6% | +797.6% | +809.1% |
| All | +1,006.2% | +184.6% | +821.6% | +809.1% |
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