+213.5%
TER vs U
-3.2%
+216.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.8% |
| 7D | +11.0% | +4.5% | +6.5% | +10.2% |
| 30D | -1.9% | -0.6% | -1.3% | -1.9% |
| 3M | -0.7% | +48.4% | -49.1% | -7.5% |
| 6M | +36.4% | +115.4% | -79.0% | +18.1% |
| YTD | +92.4% | -3.2% | +95.7% | +96.2% |
| 1Y | +213.5% | -6.0% | +219.6% | +198.5% |
| All | +213.5% | -3.2% | +216.7% | +198.5% |
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