+202.8%
TER vs D
+4.5%
+198.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.6% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | -8.3% | -3.6% | -4.7% | -8.0% |
| 3M | -12.2% | -1.0% | -11.2% | -12.3% |
| 6M | +17.1% | +6.3% | +10.8% | +16.0% |
| YTD | +84.7% | +14.7% | +70.0% | +81.7% |
| 1Y | +199.9% | +16.9% | +183.0% | +194.1% |
| 3Y | +232.8% | +56.8% | +176.0% | +208.6% |
| All | +202.8% | +4.5% | +198.3% | +205.3% |
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