-11.4%
F vs FE
+46.2%
-57.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | +2.0% | +6.4% | -4.4% | -0.8% |
| 3M | -10.4% | -0.5% | -9.9% | -10.2% |
| 6M | +9.7% | +4.7% | +5.0% | +7.1% |
| YTD | -1.2% | +8.4% | -9.6% | -5.3% |
| 1Y | 0.0% | +7.2% | -7.2% | -3.8% |
| 3Y | +41.1% | +44.9% | -3.8% | +13.7% |
| 5Y | -11.4% | +46.3% | -57.7% | -27.9% |
| All | -11.4% | +46.2% | -57.6% | -27.9% |
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 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