+1,744.2%
TER vs BP
+126.3%
+1,618.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.3% |
| 7D | +11.0% | +0.9% | +10.0% | +10.6% |
| 30D | -1.9% | +9.1% | -11.0% | -5.2% |
| 3M | -0.7% | +3.9% | -4.6% | -2.8% |
| 6M | +36.4% | +13.6% | +22.7% | +27.0% |
| YTD | +92.4% | +34.0% | +58.4% | +67.3% |
| 1Y | +213.5% | +39.2% | +174.4% | +168.2% |
| 3Y | +277.2% | +36.4% | +240.8% | +220.2% |
| 5Y | +219.1% | +135.8% | +83.3% | +111.4% |
| 10Y | +1,744.2% | +125.0% | +1,619.2% | +1,138.3% |
| All | +1,744.2% | +126.3% | +1,618.0% | +1,138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling