+1,449.6%
NET vs FE
+31.2%
+1,418.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -7.0% | +1.9% | -8.9% | -7.4% |
| 30D | -4.8% | -1.2% | -3.6% | -4.6% |
| 3M | +3.8% | +3.5% | +0.3% | +2.7% |
| 6M | +50.0% | -6.1% | +56.1% | +51.9% |
| YTD | +41.5% | +7.6% | +33.9% | +38.1% |
| 1Y | +32.8% | +11.9% | +20.9% | +28.0% |
| 3Y | +335.9% | +48.4% | +287.4% | +279.9% |
| 5Y | +113.8% | +44.8% | +69.0% | +88.2% |
| All | +1,449.6% | +31.2% | +1,418.3% | +1,248.8% |
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 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