-78.0%
SE vs FE
+42.2%
-120.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.5% |
| 7D | +2.0% | -1.0% | +3.0% | +2.3% |
| 30D | -20.0% | +4.1% | -24.1% | -20.9% |
| 3M | -31.8% | -1.0% | -30.8% | -31.6% |
| 6M | -15.9% | +4.0% | -19.9% | -17.2% |
| YTD | -40.6% | +6.8% | -47.5% | -42.2% |
| 1Y | -50.7% | +5.3% | -56.0% | -51.8% |
| 3Y | +70.3% | +44.6% | +25.7% | +43.5% |
| All | -78.0% | +42.2% | -120.2% | -81.5% |
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