+54.6%
TER vs U
-66.8%
+121.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +1.3% |
| 7D | -20.5% | +36.6% | -57.0% | -27.1% |
| 30D | -47.0% | +13.3% | -60.3% | -49.1% |
| 3M | -43.3% | +26.2% | -69.5% | -47.2% |
| 6M | -42.9% | +88.7% | -131.7% | -52.3% |
| YTD | +12.9% | +16.6% | -3.7% | +2.3% |
| 1Y | +18.2% | +29.0% | -10.8% | +4.2% |
| 3Y | +151.8% | +99.5% | +52.3% | +83.3% |
| All | +54.6% | -66.8% | +121.4% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling