+54.6%
TER vs B
+134.6%
-80.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.4% |
| 7D | -20.5% | +9.6% | -30.1% | -23.5% |
| 30D | -47.0% | +3.5% | -50.5% | -47.8% |
| 3M | -43.3% | -1.6% | -41.7% | -43.3% |
| 6M | -42.9% | -1.7% | -41.2% | -43.0% |
| YTD | +12.9% | -5.3% | +18.2% | +14.1% |
| 1Y | +18.2% | +27.2% | -9.0% | +10.1% |
| 3Y | +151.8% | +166.1% | -14.3% | +92.1% |
| All | +54.6% | +134.6% | -80.0% | +18.0% |
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