+8,410.9%
TER vs B
+714.7%
+7,696.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.5% | -15.8% | -15.3% |
| 7D | -28.2% | +4.3% | -32.5% | -28.7% |
| 30D | -50.6% | -0.9% | -49.6% | -50.5% |
| 3M | -45.3% | -1.4% | -44.0% | -45.3% |
| 6M | -40.4% | +5.0% | -45.4% | -40.8% |
| YTD | +10.0% | -5.8% | +15.9% | +10.9% |
| 1Y | +13.6% | +25.6% | -12.0% | +10.9% |
| 3Y | +145.2% | +161.6% | -16.4% | +119.9% |
| 5Y | +50.4% | +135.2% | -84.9% | +35.1% |
| 10Y | +882.9% | +170.7% | +712.2% | +752.4% |
| All | +8,410.9% | +714.7% | +7,696.3% | +6,502.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling