+2,474.5%
O vs FE
+563.9%
+1,910.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +3.5% | -0.5% | +4.1% | +3.8% |
| 30D | +10.4% | +4.3% | +6.1% | +8.5% |
| 3M | -2.4% | +0.4% | -2.8% | -2.6% |
| 6M | -1.2% | +6.9% | -8.2% | -3.9% |
| YTD | +10.4% | +8.0% | +2.4% | +6.8% |
| 1Y | +11.4% | +4.8% | +6.6% | +9.1% |
| 3Y | +40.4% | +49.0% | -8.6% | +18.3% |
| 5Y | +12.1% | +46.2% | -34.1% | -5.4% |
| 10Y | +82.7% | +120.9% | -38.1% | +28.6% |
| All | +2,474.5% | +563.9% | +1,910.6% | +1,372.1% |
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