+25.8%
C vs FE
+4.9%
+20.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.4% | -0.4% | 0.0% | -0.5% |
| 30D | -5.3% | +3.6% | -8.9% | -4.8% |
| 3M | -8.0% | +0.3% | -8.3% | -8.2% |
| 6M | -0.3% | +6.4% | -6.7% | +0.9% |
| YTD | +8.6% | +8.1% | +0.5% | +10.2% |
| 1Y | +25.8% | +4.6% | +21.2% | +27.1% |
| All | +25.8% | +4.9% | +20.9% | +27.1% |
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