+124.1%
MAR vs FE
+42.7%
+81.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +4.3% | -1.0% | +5.3% | +4.4% |
| 30D | +16.8% | +4.1% | +12.7% | +16.4% |
| 3M | +16.0% | -1.0% | +17.0% | +16.1% |
| 6M | +16.5% | +4.0% | +12.4% | +16.0% |
| YTD | +35.0% | +6.8% | +28.2% | +34.0% |
| 1Y | +49.4% | +5.3% | +44.1% | +48.4% |
| 3Y | +124.1% | +44.6% | +79.5% | +109.8% |
| All | +124.1% | +42.7% | +81.4% | +109.8% |
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