+72.6%
SPY vs FE
+47.0%
+25.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.6% |
| 7D | +2.6% | +1.2% | +1.4% | +2.3% |
| 30D | -2.0% | +4.5% | -6.5% | -3.0% |
| 3M | -2.8% | +1.3% | -4.1% | -3.2% |
| 6M | +2.1% | +8.7% | -6.5% | -0.2% |
| YTD | +11.5% | +9.2% | +2.3% | +8.4% |
| 1Y | +13.5% | +7.0% | +6.5% | +10.9% |
| 3Y | +77.7% | +51.4% | +26.3% | +52.1% |
| All | +72.6% | +47.0% | +25.5% | +47.9% |
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 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