+2.3%
C vs FE
+567.2%
-565.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.1% | +1.7% | -0.6% | +0.3% |
| 30D | -2.4% | +8.1% | -10.5% | -5.9% |
| 3M | -8.4% | -1.3% | -7.1% | -7.9% |
| 6M | +0.3% | +2.9% | -2.6% | -1.5% |
| YTD | +9.1% | +8.6% | +0.6% | +3.9% |
| 1Y | +26.0% | +6.3% | +19.7% | +21.1% |
| 3Y | +221.2% | +45.1% | +176.0% | +160.8% |
| 5Y | +120.4% | +47.1% | +73.3% | +74.7% |
| 10Y | +250.6% | +110.6% | +140.0% | +119.3% |
| All | +2.3% | +567.2% | -565.0% | -61.1% |
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