+40.9%
O vs FE
+49.2%
-8.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | +9.4% | +3.6% | +5.8% | +7.5% |
| 3M | -2.4% | +0.3% | -2.7% | -2.6% |
| 6M | -1.9% | +6.4% | -8.3% | -4.7% |
| YTD | +10.5% | +8.1% | +2.3% | +6.1% |
| 1Y | +10.0% | +4.6% | +5.4% | +7.3% |
| All | +40.9% | +49.2% | -8.2% | +8.3% |
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 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