+53.4%
T vs FE
+43.6%
+9.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | +1.0% | 0.0% | +1.1% | +1.0% |
| 30D | -10.6% | +5.2% | -15.8% | -12.4% |
| 3M | -7.7% | 0.0% | -7.7% | -7.8% |
| 6M | -13.3% | +5.0% | -18.3% | -15.0% |
| YTD | -8.8% | +7.9% | -16.7% | -11.9% |
| 1Y | -8.4% | +6.3% | -14.7% | -11.0% |
| 3Y | +59.6% | +46.0% | +13.6% | +34.6% |
| All | +53.4% | +43.6% | +9.8% | +24.1% |
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