+7,232.4%
EW vs FE
+660.6%
+6,571.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +6.8% | +0.6% | +6.2% | +6.6% |
| 30D | +16.6% | +6.4% | +10.2% | +14.5% |
| 3M | +13.3% | -0.5% | +13.8% | +13.4% |
| 6M | +21.6% | +4.7% | +16.9% | +19.8% |
| YTD | +18.3% | +8.4% | +9.9% | +15.1% |
| 1Y | +21.7% | +7.2% | +14.5% | +18.8% |
| 3Y | +50.3% | +44.9% | +5.4% | +33.2% |
| 5Y | -15.0% | +46.3% | -61.3% | -25.3% |
| 10Y | +237.5% | +110.3% | +127.2% | +160.1% |
| All | +7,232.4% | +660.6% | +6,571.8% | +3,886.3% |
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