+166.1%
B vs FE
+42.7%
+123.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +1.1% |
| 7D | +9.6% | -1.0% | +10.6% | +10.0% |
| 30D | +3.5% | +4.1% | -0.6% | +1.8% |
| 3M | -1.6% | -1.0% | -0.6% | -1.2% |
| 6M | -1.7% | +4.0% | -5.7% | -3.5% |
| YTD | -5.3% | +6.8% | -12.2% | -7.9% |
| 1Y | +27.2% | +5.3% | +21.9% | +24.5% |
| 3Y | +166.1% | +44.6% | +121.5% | +111.8% |
| All | +166.1% | +42.7% | +123.4% | +111.8% |
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 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