+7,709.5%
COST vs FE
+563.2%
+7,146.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +12.0% | +5.2% | +6.8% | +10.4% |
| 3M | +11.2% | 0.0% | +11.2% | +11.1% |
| 6M | +6.1% | +5.0% | +1.1% | +4.5% |
| YTD | +22.9% | +7.9% | +15.0% | +20.0% |
| 1Y | +14.7% | +6.3% | +8.4% | +12.4% |
| 3Y | +92.3% | +46.0% | +46.3% | +70.2% |
| 5Y | +116.6% | +45.6% | +71.0% | +90.8% |
| 10Y | +775.4% | +109.3% | +666.1% | +563.2% |
| All | +7,709.5% | +563.2% | +7,146.3% | +3,418.9% |
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