+491.3%
BE vs FE
+46.0%
+445.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | +20.5% | -0.3% | +20.8% | +20.7% |
| 30D | -23.4% | +3.9% | -27.2% | -24.7% |
| 3M | -14.9% | -0.1% | -14.8% | -15.0% |
| 6M | -28.1% | +6.1% | -34.1% | -31.0% |
| YTD | +132.4% | +8.1% | +124.3% | +117.9% |
| 1Y | +59.4% | +4.4% | +54.9% | +52.5% |
| 3Y | +1,815.8% | +49.0% | +1,766.8% | +1,285.9% |
| 5Y | +491.3% | +46.1% | +445.2% | +347.3% |
| All | +491.3% | +46.0% | +445.3% | +347.3% |
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