+234.1%
TER vs U
-29.6%
+263.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.2% | -10.6% | -6.6% |
| 7D | +14.4% | +2.6% | +11.8% | +13.5% |
| 30D | -30.6% | +27.6% | -58.1% | -35.2% |
| 3M | -39.2% | +15.3% | -54.5% | -42.1% |
| 6M | -31.3% | +96.4% | -127.7% | -43.0% |
| YTD | +29.1% | +19.6% | +9.5% | +16.3% |
| 1Y | +47.4% | +42.1% | +5.3% | +27.0% |
| 3Y | +191.2% | +87.5% | +103.7% | +117.0% |
| 5Y | +74.0% | -73.1% | +147.1% | +77.7% |
| All | +234.1% | -29.6% | +263.7% | +181.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling