-50.5%
SE vs FE
+6.0%
-56.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | 0.0% | -0.5% | +0.6% | -0.1% |
| 30D | -19.4% | +4.3% | -23.7% | -18.6% |
| 3M | -33.1% | +0.4% | -33.5% | -33.0% |
| 6M | -11.4% | +6.9% | -18.4% | -11.3% |
| YTD | -39.8% | +8.0% | -47.8% | -39.3% |
| 1Y | -50.5% | +4.8% | -55.3% | -48.9% |
| All | -50.5% | +6.0% | -56.5% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling