+593.0%
BE vs FE
+88.3%
+504.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.8% | +3.9% |
| 7D | -14.7% | -1.0% | -13.7% | -14.5% |
| 30D | -40.5% | +4.1% | -44.7% | -41.6% |
| 3M | -24.3% | -1.0% | -23.3% | -24.2% |
| 6M | -39.3% | +4.0% | -43.3% | -40.9% |
| YTD | +99.4% | +6.8% | +92.6% | +91.0% |
| 1Y | +26.6% | +5.3% | +21.3% | +22.1% |
| 3Y | +1,616.9% | +44.6% | +1,572.4% | +1,320.6% |
| 5Y | +441.4% | +44.2% | +397.2% | +349.5% |
| All | +593.0% | +88.3% | +504.7% | +859.2% |
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