+105.9%
C vs FE
+42.2%
+63.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | -2.4% | -1.0% | -1.4% | -2.2% |
| 30D | -6.0% | +4.1% | -10.1% | -6.9% |
| 3M | -10.5% | -1.0% | -9.5% | -10.4% |
| 6M | -5.7% | +4.0% | -9.7% | -6.9% |
| YTD | +4.1% | +6.8% | -2.7% | +1.6% |
| 1Y | +20.5% | +5.3% | +15.2% | +18.0% |
| 3Y | +208.1% | +44.6% | +163.5% | +167.3% |
| All | +105.9% | +42.2% | +63.7% | +76.3% |
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