+575.1%
TER vs NET
+1,602.9%
-1,027.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.0% |
| 7D | +6.4% | +9.9% | -3.5% | +3.7% |
| 30D | -5.7% | -1.6% | -4.1% | -5.7% |
| 3M | -0.4% | +34.8% | -35.2% | -8.5% |
| 6M | +25.8% | +43.9% | -18.1% | +10.6% |
| YTD | +96.4% | +55.5% | +40.9% | +67.2% |
| 1Y | +229.2% | +36.5% | +192.8% | +190.1% |
| 3Y | +288.1% | +368.3% | -80.2% | +138.1% |
| 5Y | +219.9% | +140.5% | +79.5% | +100.1% |
| All | +575.1% | +1,602.9% | -1,027.8% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling