+165.5%
B vs FE
+50.7%
+114.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.1% |
| 7D | -7.3% | +1.2% | -8.6% | -7.7% |
| 30D | -3.3% | +4.5% | -7.9% | -5.0% |
| 3M | -7.8% | +1.3% | -9.1% | -8.3% |
| 6M | -15.5% | +8.7% | -24.2% | -18.5% |
| YTD | -12.3% | +9.2% | -21.5% | -15.3% |
| 1Y | +5.4% | +7.0% | -1.6% | +2.6% |
| 3Y | +165.5% | +51.4% | +114.1% | +107.0% |
| All | +165.5% | +50.7% | +114.9% | +107.0% |
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