-68.1%
SE vs FE
+45.0%
-113.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -6.1% | +1.9% | -8.0% | -6.6% |
| 30D | -2.5% | -1.2% | -1.3% | -2.2% |
| 3M | +21.7% | +3.5% | +18.2% | +20.1% |
| 6M | +27.0% | -6.1% | +33.1% | +28.9% |
| YTD | -12.1% | +7.6% | -19.7% | -14.6% |
| 1Y | -40.9% | +11.9% | -52.8% | -43.4% |
| 3Y | +191.0% | +48.4% | +142.6% | +142.4% |
| All | -68.1% | +45.0% | -113.0% | -72.5% |
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