+6,677.9%
COST vs FE
+561.4%
+6,116.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.9% |
| 7D | -3.1% | +1.9% | -5.1% | -3.7% |
| 30D | -2.8% | -1.2% | -1.6% | -2.5% |
| 3M | -5.7% | +3.5% | -9.2% | -6.7% |
| 6M | -8.8% | -6.1% | -2.7% | -7.3% |
| YTD | +6.7% | +7.6% | -0.9% | +4.2% |
| 1Y | -3.6% | +11.9% | -15.6% | -7.0% |
| 3Y | +75.1% | +48.4% | +26.6% | +54.0% |
| 5Y | +108.9% | +44.8% | +64.1% | +84.2% |
| 10Y | +586.2% | +115.9% | +470.3% | +414.4% |
| All | +6,677.9% | +561.4% | +6,116.4% | +2,956.6% |
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