-84.0%
OPEN vs FE
+45.0%
-129.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -4.3% | +1.9% | -6.2% | -5.5% |
| 30D | -16.2% | -1.2% | -15.1% | -15.7% |
| 3M | -36.4% | +3.5% | -39.9% | -38.3% |
| 6M | -35.5% | -6.1% | -29.4% | -33.4% |
| YTD | -46.0% | +7.6% | -53.6% | -49.8% |
| 1Y | -47.1% | +11.9% | -59.1% | -52.1% |
| 3Y | -19.0% | +48.4% | -67.5% | -42.0% |
| All | -84.0% | +45.0% | -129.0% | -86.9% |
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