+47.4%
TER vs D
+15.2%
+32.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -1.1% |
| 7D | +24.0% | -3.1% | +27.0% | +22.6% |
| 30D | -30.6% | +8.4% | -39.0% | -28.7% |
| 3M | -34.5% | +0.2% | -34.7% | -33.1% |
| 6M | -26.4% | +9.5% | -35.8% | -25.4% |
| YTD | +36.4% | +18.8% | +17.6% | +36.8% |
| 1Y | +47.4% | +14.7% | +32.7% | +48.5% |
| All | +47.4% | +15.2% | +32.3% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling