+1,057.8%
TER vs B
+218.7%
+839.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.4% | 0.0% |
| 7D | +24.0% | -6.2% | +30.2% | +26.0% |
| 30D | -30.6% | -6.6% | -24.0% | -29.6% |
| 3M | -34.5% | -7.9% | -26.6% | -33.3% |
| 6M | -26.4% | -16.8% | -9.6% | -23.3% |
| YTD | +36.4% | -11.7% | +48.1% | +40.3% |
| 1Y | +47.4% | +3.5% | +43.9% | +47.0% |
| 3Y | +202.6% | +165.7% | +36.8% | +153.6% |
| 5Y | +83.9% | +108.4% | -24.5% | +56.7% |
| All | +1,057.8% | +218.7% | +839.1% | +846.5% |
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 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