+87.3%
TER vs S
-48.9%
+136.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +8.0% | +4.7% | +10.8% |
| 7D | -5.8% | +1.6% | -7.3% | -5.8% |
| 30D | -38.9% | -10.5% | -28.4% | -37.2% |
| 3M | -35.1% | +9.9% | -45.0% | -37.2% |
| 6M | -31.6% | +41.8% | -73.3% | -38.4% |
| YTD | +27.2% | +56.8% | -29.6% | +9.6% |
| 1Y | +35.2% | +39.0% | -3.8% | +19.9% |
| 3Y | +192.8% | +53.8% | +139.0% | +144.8% |
| 5Y | +72.4% | -68.6% | +141.0% | +76.4% |
| All | +87.3% | -48.9% | +136.2% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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