+12.9%
KEY vs FE
+46.2%
-33.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | -2.5% | +0.6% | -3.0% | -2.7% |
| 30D | +4.1% | +6.4% | -2.3% | +1.7% |
| 3M | -8.4% | -0.5% | -7.9% | -8.2% |
| 6M | -2.3% | +4.7% | -7.0% | -4.1% |
| YTD | +4.6% | +8.4% | -3.8% | +0.7% |
| 1Y | +24.6% | +7.2% | +17.3% | +20.3% |
| 3Y | +112.8% | +44.9% | +67.9% | +73.6% |
| 5Y | +12.9% | +46.3% | -33.4% | -11.9% |
| All | +12.9% | +46.2% | -33.3% | -11.9% |
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 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