+478.7%
TER vs SPOT
+267.1%
+211.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.0% | +11.7% | +12.4% |
| 7D | -5.8% | +2.5% | -8.3% | -6.4% |
| 30D | -38.9% | +15.1% | -54.0% | -41.9% |
| 3M | -35.1% | +24.8% | -59.9% | -40.9% |
| 6M | -31.6% | +45.8% | -77.3% | -41.9% |
| YTD | +27.2% | +4.9% | +22.4% | +18.1% |
| 1Y | +35.2% | -1.3% | +36.5% | +28.1% |
| 3Y | +192.8% | +257.7% | -64.9% | +61.2% |
| 5Y | +72.4% | +118.5% | -46.1% | +5.9% |
| All | +478.7% | +267.1% | +211.5% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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