+365.7%
SE vs FE
+108.2%
+257.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.7% |
| 7D | +2.0% | -1.0% | +3.0% | +2.4% |
| 30D | -20.0% | +4.1% | -24.1% | -21.2% |
| 3M | -31.8% | -1.0% | -30.8% | -31.6% |
| 6M | -15.9% | +4.0% | -19.9% | -17.6% |
| YTD | -40.6% | +6.8% | -47.5% | -42.6% |
| 1Y | -50.7% | +5.3% | -56.0% | -52.1% |
| 3Y | +70.3% | +44.6% | +25.7% | +42.1% |
| 5Y | -78.8% | +44.2% | -123.0% | -82.4% |
| All | +365.7% | +108.2% | +257.5% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling