+1,057.8%
TER vs ON
+557.7%
+500.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +24.0% | +17.0% | +7.0% | +13.3% |
| 30D | -30.6% | -3.9% | -26.8% | -28.1% |
| 3M | -34.5% | -11.5% | -23.0% | -28.8% |
| 6M | -26.4% | -29.2% | +2.8% | -9.9% |
| YTD | +36.4% | +36.2% | +0.3% | +12.9% |
| 1Y | +47.4% | +49.6% | -2.2% | +15.3% |
| 3Y | +202.6% | +9.4% | +193.1% | +165.7% |
| 5Y | +83.9% | +25.8% | +58.1% | +39.3% |
| All | +1,057.8% | +557.7% | +500.0% | +258.0% |
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