+995.4%
TER vs B
+216.6%
+778.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | +14.4% | -7.3% | +21.7% | +16.6% |
| 30D | -30.6% | -3.3% | -27.2% | -30.1% |
| 3M | -39.2% | -7.8% | -31.4% | -38.1% |
| 6M | -31.3% | -15.5% | -15.7% | -28.6% |
| YTD | +29.1% | -12.3% | +41.3% | +33.0% |
| 1Y | +47.4% | +5.4% | +42.1% | +46.6% |
| 3Y | +191.2% | +165.5% | +25.7% | +144.3% |
| 5Y | +74.0% | +107.0% | -33.0% | +48.5% |
| All | +995.4% | +216.6% | +778.8% | +797.1% |
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