+534.8%
TER vs NET
+1,449.6%
-914.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +6.0% |
| 7D | +0.6% | -7.0% | +7.6% | +2.3% |
| 30D | -8.3% | -4.8% | -3.5% | -7.6% |
| 3M | -12.2% | +3.8% | -16.1% | -13.5% |
| 6M | +17.0% | +50.0% | -33.0% | +1.7% |
| YTD | +84.6% | +41.5% | +43.1% | +61.1% |
| 1Y | +199.8% | +32.8% | +167.0% | +166.0% |
| 3Y | +232.8% | +335.9% | -103.1% | +108.0% |
| 5Y | +198.6% | +113.8% | +84.7% | +92.5% |
| All | +534.8% | +1,449.6% | -914.8% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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