+1,001.8%
TER vs BP
+132.1%
+869.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.6% | +12.7% |
| 7D | -5.8% | -6.9% | +1.1% | -3.1% |
| 30D | -38.9% | -3.6% | -35.3% | -38.2% |
| 3M | -35.1% | +8.4% | -43.5% | -37.5% |
| 6M | -31.6% | +5.3% | -36.9% | -33.9% |
| YTD | +27.2% | +33.2% | -5.9% | +10.4% |
| 1Y | +35.2% | +28.2% | +7.0% | +18.9% |
| 3Y | +192.8% | +49.2% | +143.6% | +139.5% |
| 5Y | +72.4% | +102.9% | -30.4% | +21.4% |
| 10Y | +1,001.8% | +127.7% | +874.2% | +684.4% |
| All | +1,001.8% | +132.1% | +869.7% | +684.4% |
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