+319.4%
IR vs FE
+138.6%
+180.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | +3.3% | +6.4% | -3.1% | +1.3% |
| 3M | -9.0% | -0.5% | -8.6% | -9.0% |
| 6M | +8.0% | +4.7% | +3.3% | +6.3% |
| YTD | +3.4% | +8.4% | -5.0% | +0.5% |
| 1Y | +4.5% | +7.2% | -2.7% | +1.9% |
| 3Y | +25.6% | +44.9% | -19.3% | +9.2% |
| 5Y | +43.8% | +46.3% | -2.5% | +23.8% |
| All | +319.4% | +138.6% | +180.8% | +249.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling