+145.0%
ALL vs FE
+42.2%
+102.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.0% | -3.9% |
| 7D | -1.9% | -1.0% | -0.9% | -1.5% |
| 30D | +13.8% | +4.1% | +9.6% | +11.9% |
| 3M | -7.0% | -1.0% | -6.0% | -6.6% |
| 6M | +18.0% | +4.0% | +14.0% | +16.0% |
| YTD | +24.2% | +6.8% | +17.4% | +20.1% |
| 1Y | +31.2% | +5.3% | +25.9% | +27.6% |
| 3Y | +107.5% | +44.6% | +63.0% | +74.3% |
| All | +145.0% | +42.2% | +102.8% | +105.8% |
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