+700.0%
TER vs BG
+937.2%
-237.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +24.0% | +1.5% | +22.5% | +23.5% |
| 30D | -30.6% | -7.0% | -23.6% | -28.9% |
| 3M | -34.5% | -10.0% | -24.5% | -32.5% |
| 6M | -26.4% | -19.8% | -6.6% | -21.6% |
| YTD | +36.4% | +14.3% | +22.1% | +27.3% |
| 1Y | +47.4% | +6.5% | +40.9% | +40.8% |
| 3Y | +202.6% | +4.4% | +198.2% | +184.1% |
| 5Y | +83.9% | +20.2% | +63.7% | +59.4% |
| 10Y | +1,068.0% | +108.5% | +959.4% | +674.7% |
| All | +700.0% | +937.2% | -237.2% | +307.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling