+14,183.4%
TER vs B
+803.7%
+13,379.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +5.8% |
| 7D | +0.6% | -1.6% | +2.2% | +0.8% |
| 30D | -8.3% | +9.4% | -17.7% | -9.4% |
| 3M | -12.2% | +5.0% | -17.2% | -12.8% |
| 6M | +17.1% | -3.5% | +20.6% | +17.5% |
| YTD | +84.7% | +4.5% | +80.2% | +83.8% |
| 1Y | +199.9% | +67.8% | +132.1% | +183.1% |
| 3Y | +232.8% | +196.7% | +36.1% | +193.8% |
| 5Y | +198.6% | +151.9% | +46.6% | +165.6% |
| 10Y | +1,669.7% | +202.2% | +1,467.6% | +1,412.3% |
| All | +14,183.4% | +803.7% | +13,379.7% | +10,841.4% |
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