+145.4%
F vs FE
+561.4%
-416.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.7% |
| 7D | +5.3% | +1.9% | +3.4% | +4.6% |
| 30D | +4.6% | -1.2% | +5.8% | +5.0% |
| 3M | -3.7% | +3.5% | -7.2% | -5.2% |
| 6M | +16.8% | -6.1% | +22.9% | +19.3% |
| YTD | +15.3% | +7.6% | +7.7% | +11.6% |
| 1Y | +31.0% | +11.9% | +19.1% | +24.8% |
| 3Y | +45.4% | +48.4% | -3.0% | +23.0% |
| 5Y | +54.7% | +44.8% | +9.9% | +31.5% |
| 10Y | +98.2% | +115.9% | -17.7% | +37.0% |
| All | +145.4% | +561.4% | -416.0% | +25.7% |
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