+210.2%
TER vs BR
+15.2%
+195.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.4% | +8.3% |
| 7D | +5.9% | +1.9% | +4.0% | +6.9% |
| 30D | -30.8% | +15.9% | -46.6% | -26.3% |
| 3M | -29.9% | +13.7% | -43.6% | -25.3% |
| 6M | -27.5% | +31.0% | -58.4% | -18.9% |
| YTD | +37.5% | -12.0% | +49.5% | +65.3% |
| 1Y | +50.3% | -11.5% | +61.7% | +80.0% |
| All | +210.2% | +15.2% | +195.0% | +213.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling