+260.6%
SPOT vs FE
+44.1%
+216.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +17.6% | +5.2% | +12.4% | +17.3% |
| 3M | +26.9% | 0.0% | +27.0% | +26.8% |
| 6M | +41.8% | +5.0% | +36.8% | +41.6% |
| YTD | +3.8% | +7.9% | -4.1% | +4.1% |
| 1Y | -2.5% | +6.3% | -8.8% | -2.1% |
| 3Y | +260.6% | +46.0% | +214.5% | +278.5% |
| All | +260.6% | +44.1% | +216.5% | +278.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling