+54.6%
TER vs BP
+103.6%
-49.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -20.5% | -11.6% | -8.8% | -17.4% |
| 30D | -47.0% | 0.0% | -47.1% | -47.2% |
| 3M | -43.3% | +6.7% | -50.0% | -44.8% |
| 6M | -42.9% | +2.2% | -45.1% | -43.8% |
| YTD | +12.9% | +33.0% | -20.1% | -1.8% |
| 1Y | +18.2% | +30.7% | -12.6% | +3.3% |
| 3Y | +151.8% | +44.2% | +107.6% | +108.3% |
| All | +54.6% | +103.6% | -49.0% | +10.0% |
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 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