+346.2%
TER vs NET
+1,381.0%
-1,034.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.6% | -4.2% | -6.2% |
| 7D | -19.9% | -16.4% | -3.5% | -16.0% |
| 30D | -43.5% | -25.8% | -17.7% | -39.0% |
| 3M | -37.8% | -11.5% | -26.2% | -36.4% |
| 6M | -25.6% | +18.9% | -44.5% | -30.7% |
| YTD | +29.8% | +35.2% | -5.4% | +14.1% |
| 1Y | +43.2% | +14.5% | +28.7% | +31.6% |
| 3Y | +189.3% | +313.8% | -124.5% | +83.4% |
| 5Y | +76.9% | +32.6% | +44.4% | +28.1% |
| All | +346.2% | +1,381.0% | -1,034.8% | +76.6% |
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