+27.6%
IR vs FE
+44.1%
-16.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | +7.4% | +5.2% | +2.3% | +7.0% |
| 3M | -5.9% | 0.0% | -5.9% | -5.9% |
| 6M | +5.6% | +5.0% | +0.5% | +5.3% |
| YTD | +4.8% | +7.9% | -3.1% | +4.7% |
| 1Y | +6.9% | +6.3% | +0.6% | +6.9% |
| 3Y | +27.6% | +46.0% | -18.5% | +24.9% |
| All | +27.6% | +44.1% | -16.5% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling