+886.2%
TER vs D
+42.6%
+843.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.8% |
| 7D | -20.5% | +3.0% | -23.4% | -21.0% |
| 30D | -47.0% | +11.5% | -58.5% | -48.2% |
| 3M | -43.3% | +3.7% | -47.0% | -43.8% |
| 6M | -42.9% | +13.5% | -56.4% | -44.8% |
| YTD | +12.9% | +20.7% | -7.9% | +7.7% |
| 1Y | +18.2% | +18.2% | -0.1% | +13.2% |
| 3Y | +151.8% | +73.3% | +78.5% | +115.3% |
| 5Y | +54.2% | +12.3% | +42.0% | +47.9% |
| All | +886.2% | +42.6% | +843.6% | +833.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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