+40.1%
EXC vs FE
+48.8%
-8.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | +0.1% | -0.5% | +0.6% | +0.5% |
| 30D | +9.0% | +4.3% | +4.7% | +5.6% |
| 3M | +3.3% | +0.4% | +2.9% | +3.0% |
| 6M | +5.7% | +6.9% | -1.3% | +0.5% |
| YTD | +7.3% | +8.0% | -0.7% | +1.5% |
| 1Y | +2.9% | +4.8% | -1.9% | -0.5% |
| 3Y | +29.3% | +49.0% | -19.6% | -5.5% |
| 5Y | +40.1% | +46.2% | -6.2% | +4.1% |
| All | +40.1% | +48.8% | -8.8% | +4.1% |
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