+207.8%
TER vs BP
+50.2%
+157.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.1% |
| 7D | +24.0% | +2.5% | +21.5% | +23.2% |
| 30D | -30.6% | -5.6% | -25.1% | -29.7% |
| 3M | -34.5% | +8.0% | -42.5% | -36.1% |
| 6M | -26.4% | +5.7% | -32.0% | -27.8% |
| YTD | +36.4% | +36.8% | -0.4% | +15.2% |
| 1Y | +47.4% | +30.7% | +16.7% | +27.1% |
| All | +207.8% | +50.2% | +157.6% | +143.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling