+1,006.2%
TER vs BP
+124.7%
+881.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -8.9% | -6.3% | -2.6% | -6.6% |
| 30D | -39.1% | -3.6% | -35.4% | -38.4% |
| 3M | -32.8% | +5.2% | -38.0% | -34.4% |
| 6M | -31.7% | +5.3% | -37.1% | -34.0% |
| YTD | +26.9% | +33.1% | -6.2% | +10.1% |
| 1Y | +33.6% | +26.3% | +7.3% | +18.1% |
| 3Y | +181.5% | +47.5% | +134.0% | +131.3% |
| 5Y | +76.1% | +106.2% | -30.0% | +23.2% |
| 10Y | +1,006.2% | +127.0% | +879.2% | +684.8% |
| All | +1,006.2% | +124.7% | +881.5% | +684.8% |
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