+144.2%
RF vs FE
+566.1%
-421.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | +5.0% | +6.4% | -1.4% | +2.1% |
| 3M | -10.0% | -0.5% | -9.5% | -9.8% |
| 6M | +3.3% | +4.7% | -1.4% | +0.9% |
| YTD | +7.9% | +8.4% | -0.4% | +3.4% |
| 1Y | +21.2% | +7.2% | +14.0% | +16.5% |
| 3Y | +105.8% | +44.9% | +60.9% | +69.7% |
| 5Y | +43.7% | +46.3% | -2.6% | +16.7% |
| 10Y | +289.4% | +110.3% | +179.2% | +155.3% |
| All | +144.2% | +566.1% | -421.9% | -1.8% |
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