+63.1%
T vs FE
+47.6%
+15.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | -1.1% | +4.3% | -5.4% | -2.6% |
| 3M | -7.7% | +0.4% | -8.1% | -7.9% |
| 6M | -10.6% | +6.9% | -17.6% | -12.8% |
| YTD | -7.5% | +8.0% | -15.5% | -10.5% |
| 1Y | -7.4% | +4.8% | -12.2% | -9.5% |
| 3Y | +63.1% | +49.0% | +14.1% | +40.2% |
| All | +63.1% | +47.6% | +15.5% | +40.2% |
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