+34.5%
D vs FE
+115.1%
-80.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.1% |
| 7D | +1.5% | +1.9% | -0.5% | +0.3% |
| 30D | -2.6% | -1.2% | -1.4% | -1.9% |
| 3M | 0.0% | +3.5% | -3.5% | -2.1% |
| 6M | +7.4% | -6.1% | +13.4% | +11.2% |
| YTD | +15.9% | +7.6% | +8.3% | +10.8% |
| 1Y | +18.1% | +11.9% | +6.2% | +10.4% |
| 3Y | +58.4% | +48.4% | +9.9% | +26.3% |
| 5Y | +5.2% | +44.8% | -39.6% | -15.0% |
| All | +34.5% | +115.1% | -80.6% | -11.1% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling