+89.2%
TER vs BG
+23.9%
+65.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +8.1% |
| 7D | +5.9% | +3.4% | +2.5% | +5.0% |
| 30D | -30.8% | -3.8% | -27.0% | -30.1% |
| 3M | -29.9% | -9.6% | -20.4% | -28.5% |
| 6M | -27.5% | -19.5% | -7.9% | -23.9% |
| YTD | +37.5% | +14.6% | +22.9% | +29.1% |
| 1Y | +50.3% | +6.6% | +43.6% | +44.0% |
| 3Y | +204.9% | +4.7% | +200.2% | +182.1% |
| 5Y | +89.2% | +22.1% | +67.1% | +58.7% |
| All | +89.2% | +23.9% | +65.2% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling