+43.2%
TER vs BR
-14.2%
+57.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.0% | -9.8% | -3.3% |
| 7D | -19.9% | +7.0% | -26.8% | -12.8% |
| 30D | -43.5% | +19.0% | -62.5% | -30.0% |
| 3M | -37.8% | +13.1% | -50.9% | -25.6% |
| 6M | -25.6% | +24.6% | -50.2% | +4.9% |
| YTD | +29.8% | -13.6% | +43.4% | +42.0% |
| 1Y | +43.2% | -13.1% | +56.3% | +60.7% |
| All | +43.2% | -14.2% | +57.4% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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