+9.2%
O vs FE
+46.0%
-36.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | +8.3% | +3.9% | +4.4% | +6.3% |
| 3M | -4.0% | -0.1% | -3.9% | -4.0% |
| 6M | -2.6% | +6.1% | -8.7% | -5.5% |
| YTD | +9.9% | +8.1% | +1.8% | +5.5% |
| 1Y | +9.8% | +4.4% | +5.4% | +7.2% |
| 3Y | +39.7% | +49.0% | -9.3% | +12.4% |
| 5Y | +9.2% | +46.1% | -37.0% | -12.3% |
| All | +9.2% | +46.0% | -36.9% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling