+48.4%
IR vs FE
+45.0%
+3.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.4% |
| 7D | -2.8% | +1.9% | -4.8% | -3.4% |
| 30D | -15.1% | -1.2% | -14.0% | -14.9% |
| 3M | +6.1% | +3.5% | +2.6% | +5.0% |
| 6M | -16.8% | -6.1% | -10.8% | -15.4% |
| YTD | -3.5% | +7.6% | -11.1% | -5.6% |
| 1Y | -3.5% | +11.9% | -15.4% | -6.8% |
| 3Y | +9.5% | +48.4% | -39.0% | -6.4% |
| All | +48.4% | +45.0% | +3.4% | +25.0% |
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