+95.0%
TER vs COMP
-49.2%
+144.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.7% | +7.1% | +11.7% |
| 7D | -5.8% | +14.5% | -20.3% | -8.0% |
| 30D | -38.9% | +14.9% | -53.8% | -40.6% |
| 3M | -35.1% | -14.2% | -20.9% | -33.7% |
| 6M | -31.6% | +23.7% | -55.3% | -35.2% |
| YTD | +27.2% | +2.1% | +25.2% | +23.1% |
| 1Y | +35.2% | +26.2% | +9.0% | +25.7% |
| 3Y | +192.8% | +470.9% | -278.1% | +92.6% |
| 5Y | +72.4% | -14.0% | +86.4% | +42.6% |
| All | +95.0% | -49.2% | +144.2% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling