+12.3%
C vs FE
+561.4%
-549.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +3.6% | +1.9% | +1.7% | +2.7% |
| 30D | +0.1% | -1.2% | +1.2% | +0.6% |
| 3M | +2.4% | +3.5% | -1.1% | +0.4% |
| 6M | +24.9% | -6.1% | +31.0% | +27.9% |
| YTD | +19.8% | +7.6% | +12.2% | +14.6% |
| 1Y | +44.9% | +11.9% | +32.9% | +35.9% |
| 3Y | +263.0% | +48.4% | +214.5% | +191.4% |
| 5Y | +129.5% | +44.8% | +84.7% | +83.2% |
| 10Y | +291.6% | +115.9% | +175.7% | +141.2% |
| All | +12.3% | +561.4% | -549.2% | -57.1% |
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 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