+71.7%
TER vs B
+107.0%
-35.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.1% |
| 7D | +14.4% | -7.3% | +21.7% | +17.6% |
| 30D | -30.6% | -3.3% | -27.2% | -29.9% |
| 3M | -39.2% | -7.8% | -31.4% | -37.7% |
| 6M | -31.3% | -15.5% | -15.7% | -27.5% |
| YTD | +29.1% | -12.3% | +41.3% | +34.2% |
| 1Y | +47.4% | +5.4% | +42.1% | +45.5% |
| 3Y | +191.2% | +165.5% | +25.7% | +124.2% |
| All | +71.7% | +107.0% | -35.4% | +41.7% |
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