+73.3%
D vs FE
+44.1%
+29.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +11.5% | +5.2% | +6.3% | +7.2% |
| 3M | +3.7% | 0.0% | +3.8% | +3.7% |
| 6M | +13.5% | +5.0% | +8.5% | +9.0% |
| YTD | +20.7% | +7.9% | +12.8% | +13.0% |
| 1Y | +18.2% | +6.3% | +11.9% | +12.0% |
| 3Y | +73.3% | +46.0% | +27.3% | +21.0% |
| All | +73.3% | +44.1% | +29.2% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling