+948.1%
FIX vs FE
+42.2%
+905.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.9% | +5.7% |
| 7D | -17.5% | -1.0% | -16.4% | -17.3% |
| 30D | -41.6% | +4.1% | -45.7% | -42.1% |
| 3M | -40.6% | -1.0% | -39.6% | -40.5% |
| 6M | -49.4% | +4.0% | -53.4% | -50.1% |
| YTD | +9.2% | +6.8% | +2.4% | +6.9% |
| 1Y | +6.5% | +5.3% | +1.2% | +4.7% |
| 3Y | +448.7% | +44.6% | +404.1% | +374.3% |
| All | +948.1% | +42.2% | +905.9% | +775.0% |
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