+32.8%
NET vs FE
+11.4%
+21.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.1% |
| 7D | -7.0% | +1.9% | -8.9% | -6.4% |
| 30D | -4.8% | -1.2% | -3.6% | -5.0% |
| 3M | +3.8% | +3.5% | +0.3% | +5.4% |
| 6M | +50.0% | -6.1% | +56.1% | +46.8% |
| YTD | +41.5% | +7.6% | +33.9% | +44.1% |
| 1Y | +32.8% | +11.9% | +20.9% | +46.8% |
| All | +32.8% | +11.4% | +21.4% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling