+219.4%
B vs FE
+566.1%
-346.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +4.3% | +0.6% | +3.7% | +4.2% |
| 30D | -0.9% | +6.4% | -7.3% | -2.4% |
| 3M | -1.4% | -0.5% | -0.9% | -1.3% |
| 6M | +5.0% | +4.7% | +0.3% | +3.7% |
| YTD | -5.8% | +8.4% | -14.2% | -7.8% |
| 1Y | +25.6% | +7.2% | +18.4% | +23.4% |
| 3Y | +161.6% | +44.9% | +116.7% | +138.9% |
| 5Y | +135.2% | +46.3% | +88.9% | +113.7% |
| 10Y | +170.7% | +110.3% | +60.5% | +117.6% |
| All | +219.4% | +566.1% | -346.7% | +174.2% |
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