+995.4%
TER vs M
-7.1%
+1,002.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.7% |
| 7D | +14.4% | +7.0% | +7.3% | +12.6% |
| 30D | -30.6% | +8.9% | -39.5% | -32.2% |
| 3M | -39.2% | +4.5% | -43.7% | -40.2% |
| 6M | -31.3% | +36.2% | -67.5% | -36.7% |
| YTD | +29.1% | +15.1% | +14.0% | +23.5% |
| 1Y | +47.4% | +27.4% | +20.0% | +37.5% |
| 3Y | +191.2% | +160.1% | +31.1% | +123.3% |
| 5Y | +74.0% | -1.6% | +75.6% | +56.5% |
| All | +995.4% | -7.1% | +1,002.5% | +771.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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