+4,293.7%
DE vs FE
+561.4%
+3,732.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.1% |
| 7D | +10.0% | +1.9% | +8.1% | +9.2% |
| 30D | +13.3% | -1.2% | +14.5% | +13.7% |
| 3M | +17.5% | +3.5% | +14.0% | +15.7% |
| 6M | +13.6% | -6.1% | +19.6% | +15.9% |
| YTD | +49.8% | +7.6% | +42.2% | +45.2% |
| 1Y | +47.9% | +11.9% | +36.0% | +40.9% |
| 3Y | +72.5% | +48.4% | +24.1% | +45.9% |
| 5Y | +90.2% | +44.8% | +45.4% | +60.8% |
| 10Y | +865.4% | +115.9% | +749.5% | +563.9% |
| All | +4,293.7% | +561.4% | +3,732.3% | +2,100.8% |
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