+1,214.3%
D vs FE
+566.1%
+648.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +6.9% | +0.6% | +6.4% | +6.6% |
| 30D | +12.3% | +6.4% | +5.9% | +8.6% |
| 3M | +3.0% | -0.5% | +3.5% | +3.3% |
| 6M | +12.8% | +4.7% | +8.0% | +10.0% |
| YTD | +22.6% | +8.4% | +14.2% | +17.2% |
| 1Y | +21.7% | +7.2% | +14.4% | +17.0% |
| 3Y | +83.9% | +44.9% | +39.0% | +50.4% |
| 5Y | +14.0% | +46.3% | -32.3% | -7.3% |
| 10Y | +45.6% | +110.3% | -64.7% | -7.4% |
| All | +1,214.3% | +566.1% | +648.2% | +277.8% |
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