+254.3%
B vs FE
+561.4%
-307.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -1.6% | +1.9% | -3.5% | -2.0% |
| 30D | +9.4% | -1.2% | +10.6% | +9.8% |
| 3M | +5.0% | +3.5% | +1.5% | +4.1% |
| 6M | -3.5% | -6.1% | +2.5% | -2.2% |
| YTD | +4.5% | +7.6% | -3.2% | +2.5% |
| 1Y | +67.8% | +11.9% | +55.9% | +63.1% |
| 3Y | +196.7% | +48.4% | +148.3% | +169.4% |
| 5Y | +151.9% | +44.8% | +107.1% | +129.4% |
| 10Y | +202.2% | +115.9% | +86.3% | +141.6% |
| All | +254.3% | +561.4% | -307.1% | +204.8% |
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