+183.3%
TER vs S
-57.8%
+241.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.7% |
| 7D | +11.0% | -5.8% | +16.8% | +12.5% |
| 30D | -1.9% | -9.2% | +7.3% | -0.1% |
| 3M | -0.7% | +23.4% | -24.0% | -6.8% |
| 6M | +36.4% | +36.9% | -0.6% | +22.8% |
| YTD | +92.4% | +29.5% | +62.9% | +74.3% |
| 1Y | +213.5% | +5.4% | +208.1% | +198.5% |
| 3Y | +277.2% | +14.7% | +262.5% | +239.5% |
| 5Y | +219.1% | -71.5% | +290.7% | +238.1% |
| All | +183.3% | -57.8% | +241.1% | +197.6% |
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