+119.8%
TER vs ON
+154.5%
-34.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | -20.5% | -11.7% | -8.8% | -15.8% |
| 30D | -47.0% | -23.3% | -23.7% | -40.4% |
| 3M | -43.3% | -19.2% | -24.1% | -37.5% |
| 6M | -42.9% | -40.1% | -2.8% | -28.9% |
| YTD | +12.9% | +16.9% | -4.0% | +6.5% |
| 1Y | +18.2% | +29.7% | -11.6% | +6.9% |
| 3Y | +151.8% | -4.4% | +156.2% | +151.1% |
| 5Y | +54.2% | +7.1% | +47.2% | +44.1% |
| 10Y | +908.2% | +447.2% | +461.0% | +391.6% |
| All | +119.8% | +154.5% | -34.7% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling