+1,006.2%
TER vs ON
+512.2%
+494.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.7% |
| 7D | -8.9% | -4.1% | -4.8% | -5.8% |
| 30D | -39.1% | -10.2% | -28.8% | -34.2% |
| 3M | -32.8% | -12.7% | -20.0% | -26.3% |
| 6M | -31.7% | -32.5% | +0.8% | -14.1% |
| YTD | +26.9% | +28.6% | -1.6% | +8.6% |
| 1Y | +33.6% | +43.4% | -9.8% | +7.0% |
| 3Y | +181.5% | +3.3% | +178.2% | +155.5% |
| 5Y | +76.1% | +22.5% | +53.6% | +35.6% |
| 10Y | +1,006.2% | +535.7% | +470.5% | +247.2% |
| All | +1,006.2% | +512.2% | +494.0% | +247.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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