+1,441.0%
EXC vs FE
+561.4%
+879.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | +0.3% | +1.9% | -1.7% | -1.0% |
| 30D | -3.7% | -1.2% | -2.6% | -3.0% |
| 3M | -1.3% | +3.5% | -4.8% | -3.4% |
| 6M | -9.7% | -6.1% | -3.6% | -5.8% |
| YTD | +2.9% | +7.6% | -4.7% | -1.8% |
| 1Y | +4.4% | +11.9% | -7.5% | -2.9% |
| 3Y | +22.2% | +48.4% | -26.2% | -5.9% |
| 5Y | +46.7% | +44.8% | +1.9% | +14.3% |
| 10Y | +155.3% | +115.9% | +39.5% | +45.1% |
| All | +1,441.0% | +561.4% | +879.5% | +294.4% |
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 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