+1,543.0%
EXC vs FE
+566.1%
+976.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.4% | +0.6% | +0.8% | +1.0% |
| 30D | +11.6% | +6.4% | +5.2% | +7.2% |
| 3M | +2.7% | -0.5% | +3.1% | +3.1% |
| 6M | +2.7% | +4.7% | -2.1% | -0.2% |
| YTD | +9.7% | +8.4% | +1.3% | +4.3% |
| 1Y | +4.5% | +7.2% | -2.7% | +0.1% |
| 3Y | +28.5% | +44.9% | -16.4% | +0.5% |
| 5Y | +43.9% | +46.3% | -2.3% | +11.6% |
| 10Y | +183.7% | +110.3% | +73.5% | +64.2% |
| All | +1,543.0% | +566.1% | +976.9% | +318.9% |
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