+162.4%
ALL vs FE
+47.0%
+115.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | +5.0% | +1.2% | +3.8% | +4.5% |
| 30D | +13.3% | +4.5% | +8.8% | +11.3% |
| 3M | +3.2% | +1.3% | +1.8% | +2.6% |
| 6M | +25.3% | +8.7% | +16.7% | +21.0% |
| YTD | +30.5% | +9.2% | +21.2% | +25.0% |
| 1Y | +29.2% | +7.0% | +22.2% | +24.8% |
| 3Y | +119.1% | +51.4% | +67.7% | +80.1% |
| All | +162.4% | +47.0% | +115.4% | +120.3% |
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