+71.7%
TER vs SPOT
+117.4%
-45.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.7% | -5.9% |
| 7D | +14.4% | +1.6% | +12.8% | +14.0% |
| 30D | -30.6% | +16.9% | -47.5% | -33.4% |
| 3M | -39.2% | +23.0% | -62.1% | -43.2% |
| 6M | -31.3% | +42.2% | -73.4% | -39.5% |
| YTD | +29.1% | +5.5% | +23.6% | +22.4% |
| 1Y | +47.4% | -5.1% | +52.5% | +45.0% |
| 3Y | +191.2% | +257.9% | -66.7% | +66.1% |
| All | +71.7% | +117.4% | -45.7% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling