+110.0%
ALL vs FE
+47.1%
+62.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.0% | -4.3% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | +13.8% | +5.2% | +8.6% | +11.7% |
| 3M | -7.0% | 0.0% | -7.0% | -7.0% |
| 6M | +18.0% | +5.0% | +13.0% | +15.8% |
| YTD | +24.2% | +7.9% | +16.3% | +20.0% |
| 1Y | +31.2% | +6.3% | +24.8% | +27.4% |
| All | +110.0% | +47.1% | +62.9% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling