+214.8%
TER vs BG
+52.8%
+162.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.5% |
| 7D | +9.4% | +3.7% | +5.7% | +9.3% |
| 30D | -2.4% | +12.3% | -14.8% | -2.5% |
| 3M | +6.5% | -2.2% | +8.8% | +7.6% |
| 6M | +23.2% | +5.3% | +17.8% | +23.6% |
| YTD | +91.5% | +42.4% | +49.1% | +95.1% |
| 1Y | +214.8% | +55.2% | +159.6% | +219.4% |
| All | +214.8% | +52.8% | +162.0% | +219.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling