+213.5%
TER vs BP
+38.1%
+175.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +4.2% |
| 7D | +11.0% | +0.9% | +10.0% | +10.9% |
| 30D | -1.9% | +9.1% | -11.0% | -1.8% |
| 3M | -0.7% | +3.9% | -4.6% | +1.1% |
| 6M | +36.4% | +13.6% | +22.7% | +28.2% |
| YTD | +92.4% | +34.0% | +58.4% | +62.6% |
| 1Y | +213.5% | +39.2% | +174.4% | +154.0% |
| All | +213.5% | +38.1% | +175.4% | +154.0% |
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