+43.8%
EXC vs FE
+42.2%
+1.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -0.8% |
| 7D | -1.2% | -1.0% | -0.1% | -0.4% |
| 30D | +10.0% | +4.1% | +5.8% | +6.6% |
| 3M | +1.6% | -1.0% | +2.6% | +2.5% |
| 6M | +3.3% | +4.0% | -0.7% | +0.3% |
| YTD | +7.6% | +6.8% | +0.7% | +2.6% |
| 1Y | +3.5% | +5.3% | -1.8% | -0.2% |
| 3Y | +27.7% | +44.6% | -16.9% | -4.5% |
| All | +43.8% | +42.2% | +1.6% | +7.6% |
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 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