+2,197.8%
TER vs BR
+1,321.0%
+876.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.4% | +8.9% | +7.4% |
| 7D | +0.6% | -5.3% | +5.9% | +3.6% |
| 30D | -8.3% | +6.4% | -14.7% | -12.3% |
| 3M | -12.2% | +13.6% | -25.9% | -21.1% |
| 6M | +17.1% | -6.7% | +23.8% | +15.7% |
| YTD | +84.7% | -21.1% | +105.8% | +99.7% |
| 1Y | +199.9% | -29.6% | +229.5% | +246.5% |
| 3Y | +232.8% | -2.4% | +235.1% | +204.2% |
| 5Y | +198.6% | +11.2% | +187.3% | +146.8% |
| 10Y | +1,669.7% | +191.8% | +1,478.0% | +659.1% |
| All | +2,197.8% | +1,321.0% | +876.8% | +250.0% |
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 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