+202.8%
TER vs U
-68.9%
+271.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.7% |
| 7D | +0.6% | -3.8% | +4.4% | +1.6% |
| 30D | -8.3% | +17.5% | -25.7% | -12.4% |
| 3M | -12.2% | +38.7% | -50.9% | -19.8% |
| 6M | +17.1% | +104.4% | -87.3% | -3.9% |
| YTD | +84.7% | -5.7% | +90.4% | +78.4% |
| 1Y | +199.9% | +3.7% | +196.2% | +179.7% |
| 3Y | +232.8% | +12.3% | +220.4% | +181.2% |
| All | +202.8% | -68.9% | +271.8% | +206.6% |
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