+138.0%
B vs FE
+43.6%
+94.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | +3.5% | +5.2% | -1.7% | +1.3% |
| 3M | -1.6% | 0.0% | -1.6% | -1.6% |
| 6M | -1.7% | +5.0% | -6.7% | -4.0% |
| YTD | -5.3% | +7.9% | -13.2% | -8.6% |
| 1Y | +27.2% | +6.3% | +20.9% | +23.6% |
| 3Y | +166.1% | +46.0% | +120.1% | +120.9% |
| All | +138.0% | +43.6% | +94.3% | +102.4% |
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