+186.4%
TER vs U
+90.5%
+95.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | -8.9% | +24.4% | -33.2% | -14.0% |
| 30D | -39.1% | +7.4% | -46.4% | -40.5% |
| 3M | -32.8% | +16.8% | -49.6% | -35.8% |
| 6M | -31.7% | +78.8% | -110.5% | -41.7% |
| YTD | +26.9% | +14.0% | +13.0% | +17.7% |
| 1Y | +33.6% | +16.7% | +16.9% | +22.8% |
| All | +186.4% | +90.5% | +95.8% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling