+995.4%
TER vs BG
+111.0%
+884.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -6.0% |
| 7D | +14.4% | +2.6% | +11.8% | +13.4% |
| 30D | -30.6% | -6.7% | -23.9% | -29.0% |
| 3M | -39.2% | -9.3% | -29.9% | -37.6% |
| 6M | -31.3% | -18.3% | -12.9% | -27.4% |
| YTD | +29.1% | +16.2% | +12.9% | +19.3% |
| 1Y | +47.4% | +7.6% | +39.8% | +39.9% |
| 3Y | +191.2% | +6.6% | +184.7% | +169.2% |
| 5Y | +74.0% | +22.2% | +51.8% | +47.4% |
| All | +995.4% | +111.0% | +884.4% | +577.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling