+44.9%
C vs FE
+11.4%
+33.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.4% |
| 7D | +3.6% | +1.9% | +1.7% | +3.9% |
| 30D | +0.1% | -1.2% | +1.2% | -0.2% |
| 3M | +2.4% | +3.5% | -1.1% | +2.8% |
| 6M | +24.9% | -6.1% | +31.0% | +23.4% |
| YTD | +19.8% | +7.6% | +12.2% | +18.4% |
| 1Y | +44.9% | +11.9% | +32.9% | +43.0% |
| All | +44.9% | +11.4% | +33.4% | +43.0% |
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