+4,165.2%
DE vs FE
+563.2%
+3,602.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -0.6% | 0.0% | -0.5% | -0.6% |
| 30D | +2.3% | +5.2% | -2.9% | +0.3% |
| 3M | +9.5% | 0.0% | +9.5% | +9.3% |
| 6M | +14.1% | +5.0% | +9.0% | +11.6% |
| YTD | +45.4% | +7.9% | +37.5% | +40.7% |
| 1Y | +42.9% | +6.3% | +36.6% | +38.9% |
| 3Y | +84.8% | +46.0% | +38.8% | +57.3% |
| 5Y | +101.8% | +45.6% | +56.2% | +70.0% |
| 10Y | +788.0% | +109.3% | +678.7% | +518.6% |
| All | +4,165.2% | +563.2% | +3,602.1% | +2,032.6% |
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