+1,173.0%
ALL vs FE
+566.1%
+606.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +4.2% | +0.6% | +3.6% | +4.0% |
| 30D | +18.9% | +6.4% | +12.5% | +15.9% |
| 3M | +1.2% | -0.5% | +1.7% | +1.4% |
| 6M | +23.2% | +4.7% | +18.5% | +20.7% |
| YTD | +30.0% | +8.4% | +21.6% | +25.1% |
| 1Y | +39.6% | +7.2% | +32.4% | +34.9% |
| 3Y | +115.2% | +44.9% | +70.3% | +81.7% |
| 5Y | +156.2% | +46.3% | +110.0% | +113.4% |
| 10Y | +398.0% | +110.3% | +287.7% | +235.8% |
| All | +1,173.0% | +566.1% | +606.9% | +417.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling