+1,077.0%
TER vs ON
+570.5%
+506.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.8% | +2.5% | +4.9% |
| 7D | +5.9% | +3.3% | +2.6% | +4.7% |
| 30D | -30.8% | -3.1% | -27.6% | -28.5% |
| 3M | -29.9% | -9.2% | -20.7% | -25.0% |
| 6M | -27.5% | -31.4% | +3.9% | -9.7% |
| YTD | +37.5% | +36.0% | +1.5% | +13.9% |
| 1Y | +50.3% | +52.0% | -1.8% | +16.4% |
| 3Y | +204.9% | +9.3% | +195.6% | +167.9% |
| 5Y | +89.2% | +26.5% | +62.7% | +42.9% |
| 10Y | +1,077.0% | +556.1% | +520.8% | +261.6% |
| All | +1,077.0% | +570.5% | +506.5% | +261.6% |
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