+54.6%
TER vs D
+12.5%
+42.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.6% |
| 7D | -20.5% | +3.0% | -23.4% | -20.5% |
| 30D | -47.0% | +11.5% | -58.5% | -47.3% |
| 3M | -43.3% | +3.7% | -47.0% | -43.3% |
| 6M | -42.9% | +13.5% | -56.4% | -43.6% |
| YTD | +12.9% | +20.7% | -7.9% | +10.8% |
| 1Y | +18.2% | +18.2% | -0.1% | +16.2% |
| 3Y | +151.8% | +73.3% | +78.5% | +130.1% |
| All | +54.6% | +12.5% | +42.1% | +59.7% |
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