+202.8%
TER vs B
+153.8%
+49.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +6.3% |
| 7D | +0.6% | -1.6% | +2.2% | +1.1% |
| 30D | -8.3% | +9.4% | -17.7% | -11.6% |
| 3M | -12.2% | +5.0% | -17.2% | -14.2% |
| 6M | +17.1% | -3.5% | +20.6% | +17.0% |
| YTD | +84.7% | +4.5% | +80.2% | +80.6% |
| 1Y | +199.9% | +67.8% | +132.1% | +159.6% |
| 3Y | +232.8% | +196.7% | +36.1% | +149.0% |
| All | +202.8% | +153.8% | +49.0% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling