-8.2%
EW vs FE
+47.0%
-55.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +4.9% | +1.2% | +3.7% | +4.5% |
| 30D | +23.9% | +4.5% | +19.4% | +22.3% |
| 3M | +15.8% | +1.3% | +14.4% | +15.2% |
| 6M | +31.7% | +8.7% | +23.0% | +28.2% |
| YTD | +25.7% | +9.2% | +16.5% | +21.6% |
| 1Y | +24.4% | +7.0% | +17.5% | +21.1% |
| 3Y | +65.9% | +51.4% | +14.5% | +39.4% |
| All | -8.2% | +47.0% | -55.2% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling