+72.4%
TER vs D
+14.9%
+57.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.5% | +13.3% | +12.7% |
| 7D | -5.8% | +0.8% | -6.5% | -5.8% |
| 30D | -38.9% | +10.7% | -49.6% | -39.2% |
| 3M | -35.1% | +2.3% | -37.4% | -35.1% |
| 6M | -31.6% | +12.5% | -44.1% | -32.4% |
| YTD | +27.2% | +20.1% | +7.2% | +24.9% |
| 1Y | +35.2% | +15.6% | +19.7% | +33.2% |
| 3Y | +192.8% | +75.2% | +117.6% | +166.6% |
| 5Y | +72.4% | +14.6% | +57.8% | +78.1% |
| All | +72.4% | +14.9% | +57.5% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling