+113.0%
SPOT vs FE
+45.0%
+68.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -0.9% | +1.9% | -2.9% | -1.2% |
| 30D | +12.5% | -1.2% | +13.6% | +12.7% |
| 3M | +9.9% | +3.5% | +6.4% | +9.3% |
| 6M | +1.6% | -6.1% | +7.6% | +2.4% |
| YTD | -6.6% | +7.6% | -14.2% | -7.6% |
| 1Y | -22.9% | +11.9% | -34.8% | -24.3% |
| 3Y | +244.3% | +48.4% | +195.8% | +217.4% |
| All | +113.0% | +45.0% | +68.0% | +87.8% |
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