+2,498.9%
MAR vs FE
+447.9%
+2,051.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -4.2% | +1.9% | -6.1% | -4.8% |
| 30D | -6.7% | -1.2% | -5.5% | -6.3% |
| 3M | -12.5% | +3.5% | -16.0% | -13.6% |
| 6M | +0.6% | -6.1% | +6.6% | +2.4% |
| YTD | +9.1% | +7.6% | +1.5% | +5.9% |
| 1Y | +26.2% | +11.9% | +14.3% | +20.8% |
| 3Y | +68.2% | +48.4% | +19.7% | +43.5% |
| 5Y | +163.9% | +44.8% | +119.1% | +124.5% |
| 10Y | +420.6% | +115.9% | +304.7% | +259.5% |
| All | +2,498.9% | +447.9% | +2,051.0% | +1,196.3% |
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