+79.0%
SPY vs FE
+49.2%
+29.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | -2.4% | +3.6% | -6.0% | -2.6% |
| 3M | -1.2% | +0.3% | -1.5% | -1.2% |
| 6M | +3.3% | +6.4% | -3.1% | +2.7% |
| YTD | +12.3% | +8.1% | +4.2% | +11.3% |
| 1Y | +12.4% | +4.6% | +7.8% | +11.9% |
| All | +79.0% | +49.2% | +29.8% | +67.7% |
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 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