+1,006.2%
TER vs D
+44.7%
+961.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -8.9% | +2.4% | -11.3% | -9.3% |
| 30D | -39.1% | +10.9% | -50.0% | -40.4% |
| 3M | -32.8% | +2.8% | -35.6% | -33.3% |
| 6M | -31.7% | +12.7% | -44.4% | -33.9% |
| YTD | +26.9% | +20.3% | +6.6% | +21.2% |
| 1Y | +33.6% | +17.1% | +16.4% | +28.2% |
| 3Y | +181.5% | +75.1% | +106.4% | +139.8% |
| 5Y | +76.1% | +13.1% | +63.0% | +68.5% |
| 10Y | +1,006.2% | +48.3% | +957.9% | +954.4% |
| All | +1,006.2% | +44.7% | +961.5% | +954.4% |
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