+2,105.4%
FIX vs FE
+45.0%
+2,060.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +6.0% | +1.9% | +4.1% | +5.6% |
| 30D | -7.2% | -1.2% | -6.1% | -7.0% |
| 3M | -15.9% | +3.5% | -19.3% | -16.8% |
| 6M | +12.7% | -6.1% | +18.8% | +14.3% |
| YTD | +72.8% | +7.6% | +65.2% | +68.9% |
| 1Y | +122.9% | +11.9% | +111.0% | +115.4% |
| 3Y | +774.3% | +48.4% | +725.9% | +640.5% |
| All | +2,105.4% | +45.0% | +2,060.5% | +1,711.4% |
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 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