+44.1%
IR vs FE
+42.2%
+1.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.8% |
| 7D | +3.7% | -1.0% | +4.7% | +4.0% |
| 30D | +7.4% | +4.1% | +3.3% | +6.2% |
| 3M | -5.9% | -1.0% | -4.9% | -5.8% |
| 6M | +5.6% | +4.0% | +1.6% | +4.4% |
| YTD | +4.8% | +6.8% | -2.0% | +2.8% |
| 1Y | +6.9% | +5.3% | +1.7% | +5.2% |
| 3Y | +27.6% | +44.6% | -17.0% | +10.4% |
| All | +44.1% | +42.2% | +1.9% | +22.6% |
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