+72.4%
TER vs P
+256.2%
-183.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +6.3% | +6.4% | +9.8% |
| 7D | -5.8% | -9.6% | +3.9% | -0.7% |
| 30D | -38.9% | -33.4% | -5.5% | -26.2% |
| 3M | -35.1% | +14.2% | -49.3% | -39.6% |
| 6M | -31.6% | +31.6% | -63.1% | -40.8% |
| YTD | +27.2% | +53.5% | -26.2% | +2.4% |
| 1Y | +35.2% | +14.2% | +21.0% | +19.6% |
| 3Y | +192.8% | +190.5% | +2.3% | +52.2% |
| 5Y | +72.4% | +256.3% | -183.9% | -20.8% |
| All | +72.4% | +256.2% | -183.8% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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