+71.7%
TER vs S
-71.1%
+142.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | +14.4% | +2.0% | +12.4% | +13.9% |
| 30D | -30.6% | -2.7% | -27.9% | -29.9% |
| 3M | -39.2% | -6.9% | -32.3% | -38.7% |
| 6M | -31.3% | +38.1% | -69.3% | -38.2% |
| YTD | +29.1% | +48.0% | -18.9% | +11.6% |
| 1Y | +47.4% | +34.5% | +13.0% | +30.5% |
| 3Y | +191.2% | +38.3% | +152.9% | +146.1% |
| All | +71.7% | -71.1% | +142.8% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling