+643.2%
GEV vs FE
+35.2%
+608.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +2.9% |
| 7D | +8.1% | +0.6% | +7.5% | +8.3% |
| 30D | -1.9% | -2.1% | +0.2% | -2.6% |
| 3M | +4.1% | +2.6% | +1.4% | +4.8% |
| 6M | +23.2% | -6.8% | +30.0% | +21.1% |
| YTD | +48.9% | +6.9% | +42.0% | +52.4% |
| 1Y | +62.2% | +11.6% | +50.6% | +68.9% |
| All | +643.2% | +35.2% | +608.0% | +715.6% |
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