+202.8%
TER vs BP
+128.1%
+74.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.3% |
| 7D | +0.6% | +3.9% | -3.3% | -0.7% |
| 30D | -8.3% | +7.6% | -15.9% | -10.5% |
| 3M | -12.2% | +0.7% | -12.9% | -12.6% |
| 6M | +17.1% | +15.5% | +1.6% | +8.5% |
| YTD | +84.7% | +30.8% | +53.8% | +62.9% |
| 1Y | +199.9% | +34.3% | +165.6% | +161.5% |
| 3Y | +232.8% | +35.1% | +197.7% | +183.8% |
| All | +202.8% | +128.1% | +74.7% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling