+3,214.7%
MAR vs FE
+450.6%
+2,764.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | +16.2% | +3.6% | +12.6% | +14.8% |
| 3M | +23.1% | +0.3% | +22.7% | +22.8% |
| 6M | +22.0% | +6.4% | +15.5% | +19.1% |
| YTD | +39.2% | +8.1% | +31.0% | +34.8% |
| 1Y | +48.3% | +4.6% | +43.7% | +45.2% |
| 3Y | +123.4% | +49.1% | +74.3% | +90.4% |
| 5Y | +185.4% | +46.1% | +139.3% | +142.2% |
| 10Y | +539.2% | +122.7% | +416.5% | +336.8% |
| All | +3,214.7% | +450.6% | +2,764.1% | +1,549.5% |
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