+33.6%
TER vs BP
+28.1%
+5.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -8.9% | -6.3% | -2.6% | -9.7% |
| 30D | -39.1% | -3.6% | -35.4% | -39.2% |
| 3M | -32.8% | +5.2% | -38.0% | -32.0% |
| 6M | -31.7% | +5.3% | -37.1% | -30.1% |
| YTD | +26.9% | +33.1% | -6.2% | +14.2% |
| 1Y | +33.6% | +26.3% | +7.3% | +22.1% |
| All | +33.6% | +28.1% | +5.5% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling