+122.2%
ALL vs FE
+45.0%
+77.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.1% |
| 7D | 0.0% | +1.9% | -1.9% | -0.8% |
| 30D | -1.5% | -1.2% | -0.3% | -1.1% |
| 3M | +23.6% | +3.5% | +20.1% | +21.8% |
| 6M | +22.3% | -6.1% | +28.4% | +25.2% |
| YTD | +26.5% | +7.6% | +18.9% | +22.0% |
| 1Y | +27.0% | +11.9% | +15.1% | +20.3% |
| 3Y | +149.6% | +48.4% | +101.1% | +107.7% |
| All | +122.2% | +45.0% | +77.3% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling