+1,671.4%
TER vs D
+34.8%
+1,636.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +0.6% | +1.5% | -0.8% | +0.3% |
| 30D | -8.3% | -2.6% | -5.7% | -7.8% |
| 3M | -12.2% | 0.0% | -12.2% | -12.4% |
| 6M | +17.1% | +7.4% | +9.7% | +14.7% |
| YTD | +84.7% | +15.9% | +68.8% | +78.0% |
| 1Y | +199.9% | +18.1% | +181.8% | +187.0% |
| 3Y | +232.8% | +58.4% | +174.4% | +190.0% |
| 5Y | +198.6% | +5.2% | +193.4% | +190.9% |
| All | +1,671.4% | +34.8% | +1,636.6% | +1,574.2% |
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