+982.9%
TER vs BG
+1,131.5%
-148.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.9% |
| 7D | +0.6% | +2.8% | -2.2% | -0.5% |
| 30D | -8.3% | +12.0% | -20.3% | -12.2% |
| 3M | -12.2% | -7.7% | -4.5% | -10.4% |
| 6M | +17.1% | +4.5% | +12.6% | +13.5% |
| YTD | +84.7% | +35.7% | +49.0% | +62.9% |
| 1Y | +199.9% | +50.1% | +149.9% | +152.5% |
| 3Y | +232.8% | +12.6% | +220.2% | +205.2% |
| 5Y | +198.6% | +75.4% | +123.1% | +126.9% |
| 10Y | +1,669.7% | +150.5% | +1,519.3% | +1,001.0% |
| All | +982.9% | +1,131.5% | -148.6% | +422.0% |
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