+199.8%
TER vs U
+6.4%
+193.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.6% |
| 7D | +0.6% | -3.8% | +4.4% | +1.2% |
| 30D | -8.3% | +17.5% | -25.8% | -11.0% |
| 3M | -12.2% | +38.7% | -51.0% | -17.2% |
| 6M | +17.0% | +104.4% | -87.4% | +2.7% |
| YTD | +84.6% | -5.7% | +90.3% | +87.9% |
| 1Y | +199.8% | +3.7% | +196.1% | +187.5% |
| All | +199.8% | +6.4% | +193.4% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling