+68.6%
TER vs COMP
-56.6%
+125.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -8.2% | -7.1% | -13.7% |
| 7D | -28.2% | -1.8% | -26.4% | -27.9% |
| 30D | -50.6% | -0.8% | -49.8% | -50.6% |
| 3M | -45.3% | -28.1% | -17.2% | -42.3% |
| 6M | -40.4% | +27.0% | -67.4% | -44.0% |
| YTD | +10.0% | -12.8% | +22.8% | +9.5% |
| 1Y | +13.6% | +4.9% | +8.7% | +9.3% |
| 3Y | +145.2% | +321.0% | -175.8% | +70.4% |
| 5Y | +50.4% | -25.6% | +75.9% | +27.8% |
| All | +68.6% | -56.6% | +125.2% | +47.5% |
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