+228.2%
TER vs BG
+84.9%
+143.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +12.4% | +0.5% | +11.8% | +12.2% |
| 30D | +5.1% | +10.3% | -5.2% | +2.1% |
| 3M | +4.0% | -1.9% | +5.9% | +4.1% |
| 6M | +29.5% | +5.2% | +24.3% | +26.3% |
| YTD | +98.5% | +41.2% | +57.3% | +76.1% |
| 1Y | +234.1% | +50.5% | +183.6% | +187.7% |
| 3Y | +289.0% | +19.9% | +269.1% | +249.4% |
| 5Y | +228.2% | +86.7% | +141.5% | +121.6% |
| All | +228.2% | +84.9% | +143.2% | +121.6% |
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