+202.8%
TER vs CAPR
+84.7%
+118.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.5% |
| 7D | +0.6% | -2.0% | +2.6% | +0.7% |
| 30D | -8.3% | +139.2% | -147.5% | -10.8% |
| 3M | -12.2% | -66.4% | +54.2% | -11.1% |
| 6M | +17.1% | -63.1% | +80.2% | +18.3% |
| YTD | +84.7% | -67.4% | +152.1% | +87.0% |
| 1Y | +199.9% | +58.2% | +141.7% | +173.2% |
| 3Y | +232.8% | +42.2% | +190.6% | +171.8% |
| All | +202.8% | +84.7% | +118.2% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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