+1,076.1%
BE vs FE
+45.0%
+1,031.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +7.9% | +7.6% |
| 7D | +20.0% | +1.9% | +18.0% | +19.2% |
| 30D | +7.9% | -1.2% | +9.1% | +8.4% |
| 3M | -13.2% | +3.5% | -16.7% | -15.4% |
| 6M | +53.5% | -6.1% | +59.5% | +55.8% |
| YTD | +191.0% | +7.6% | +183.4% | +175.3% |
| 1Y | +360.5% | +11.9% | +348.6% | +325.8% |
| 3Y | +1,568.0% | +48.4% | +1,519.6% | +1,156.6% |
| All | +1,076.1% | +45.0% | +1,031.2% | +908.3% |
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