-77.8%
SE vs FE
+47.0%
-124.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -7.7% | -0.4% | -7.3% | -7.6% |
| 30D | -22.8% | +3.6% | -26.4% | -23.5% |
| 3M | -43.7% | +0.3% | -44.1% | -43.8% |
| 6M | -12.8% | +6.4% | -19.2% | -14.8% |
| YTD | -42.0% | +8.1% | -50.1% | -43.8% |
| 1Y | -48.0% | +4.6% | -52.6% | -49.0% |
| 3Y | +62.7% | +49.1% | +13.6% | +34.9% |
| 5Y | -77.8% | +46.1% | -123.9% | -81.4% |
| All | -77.8% | +47.0% | -124.8% | -81.4% |
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