+228.2%
TER vs BR
+7.6%
+220.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +12.4% | -5.0% | +17.4% | +13.5% |
| 30D | +5.1% | -2.5% | +7.6% | +5.4% |
| 3M | +4.0% | +13.5% | -9.5% | -0.6% |
| 6M | +29.5% | -9.4% | +38.9% | +35.5% |
| YTD | +98.5% | -23.3% | +121.7% | +125.2% |
| 1Y | +234.1% | -31.6% | +265.7% | +307.0% |
| 3Y | +289.0% | -5.1% | +294.1% | +263.4% |
| 5Y | +228.2% | +8.2% | +220.0% | +143.7% |
| All | +228.2% | +7.6% | +220.6% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling