+280.3%
TER vs BG
+19.4%
+260.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +3.3% |
| 7D | +11.0% | +2.4% | +8.6% | +10.4% |
| 30D | -1.9% | +15.0% | -16.9% | -5.0% |
| 3M | -0.7% | -0.7% | 0.0% | -0.6% |
| 6M | +36.4% | +7.5% | +28.9% | +33.1% |
| YTD | +92.4% | +41.6% | +50.8% | +74.4% |
| 1Y | +213.5% | +50.7% | +162.9% | +176.8% |
| All | +280.3% | +19.4% | +260.9% | +223.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling