+33.2%
BE vs FE
+6.0%
+27.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +6.9% | +7.1% |
| 7D | -13.4% | -0.5% | -12.8% | -13.7% |
| 30D | -33.9% | +4.3% | -38.2% | -32.1% |
| 3M | -12.0% | +0.4% | -12.4% | -12.6% |
| 6M | -29.0% | +6.9% | -35.9% | -29.1% |
| YTD | +113.4% | +8.0% | +105.4% | +91.1% |
| 1Y | +33.2% | +4.8% | +28.4% | +28.9% |
| All | +33.2% | +6.0% | +27.1% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling