+202.8%
TER vs ON
+62.4%
+140.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +4.9% |
| 7D | +0.6% | +2.4% | -1.8% | -0.9% |
| 30D | -8.3% | -3.3% | -5.0% | -6.2% |
| 3M | -12.2% | -43.6% | +31.4% | +22.9% |
| 6M | +17.1% | +19.0% | -1.9% | +3.8% |
| YTD | +84.7% | +37.4% | +47.3% | +49.5% |
| 1Y | +199.9% | +54.8% | +145.2% | +124.4% |
| 3Y | +232.8% | -25.2% | +257.9% | +251.3% |
| All | +202.8% | +62.4% | +140.4% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling