+1,506.1%
TER vs BR
+1,481.8%
+24.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.7% |
| 7D | +14.4% | +1.1% | +13.3% | +13.7% |
| 30D | -30.6% | +14.4% | -44.9% | -36.4% |
| 3M | -39.2% | +12.4% | -51.6% | -44.6% |
| 6M | -31.3% | +35.4% | -66.7% | -45.9% |
| YTD | +29.1% | -12.2% | +41.2% | +28.6% |
| 1Y | +47.4% | -12.7% | +60.2% | +47.4% |
| 3Y | +191.2% | +14.3% | +177.0% | +137.1% |
| 5Y | +74.0% | +19.3% | +54.7% | +36.5% |
| 10Y | +1,005.1% | +278.1% | +726.9% | +296.5% |
| All | +1,506.1% | +1,481.8% | +24.2% | +125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling