+26.9%
ALL vs FE
+6.4%
+20.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -3.9% | -1.1% | -2.7% | -3.5% |
| 30D | +10.6% | +4.6% | +6.0% | +9.4% |
| 3M | -4.6% | -0.8% | -3.7% | -4.7% |
| 6M | +20.2% | +7.3% | +12.9% | +19.5% |
| YTD | +23.7% | +8.3% | +15.4% | +25.1% |
| All | +26.9% | +6.4% | +20.5% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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