+120.1%
MAR vs FE
+50.7%
+69.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | +1.6% | +1.2% | +0.4% | +1.5% |
| 30D | +13.8% | +4.5% | +9.3% | +13.4% |
| 3M | +20.3% | +1.3% | +18.9% | +20.1% |
| 6M | +21.3% | +8.7% | +12.7% | +20.4% |
| YTD | +37.2% | +9.2% | +28.0% | +35.8% |
| 1Y | +48.4% | +7.0% | +41.5% | +47.2% |
| 3Y | +120.1% | +51.4% | +68.7% | +102.2% |
| All | +120.1% | +50.7% | +69.5% | +102.2% |
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