+365.1%
SE vs FE
+111.2%
+253.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.5% | -5.6% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | -21.7% | +6.4% | -28.1% | -23.5% |
| 3M | -34.2% | -0.5% | -33.7% | -34.1% |
| 6M | -10.5% | +4.7% | -15.2% | -12.5% |
| YTD | -40.7% | +8.4% | -49.1% | -43.0% |
| 1Y | -52.1% | +7.2% | -59.3% | -53.7% |
| 3Y | +68.9% | +44.9% | +24.0% | +40.9% |
| 5Y | -78.9% | +46.3% | -125.1% | -82.5% |
| All | +365.1% | +111.2% | +253.9% | +235.7% |
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 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