-50.7%
SE vs FE
+5.1%
-55.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | -0.1% |
| 7D | +2.0% | -1.0% | +3.0% | +1.8% |
| 30D | -20.0% | +4.1% | -24.1% | -19.2% |
| 3M | -31.8% | -1.0% | -30.8% | -31.9% |
| 6M | -15.9% | +4.0% | -19.9% | -15.9% |
| YTD | -40.6% | +6.8% | -47.5% | -40.2% |
| 1Y | -50.7% | +5.3% | -56.0% | -49.7% |
| All | -50.7% | +5.1% | -55.8% | -49.7% |
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