+542.2%
T vs FE
+561.4%
-19.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.7% |
| 7D | -1.3% | +1.9% | -3.2% | -2.0% |
| 30D | +11.4% | -1.2% | +12.5% | +11.8% |
| 3M | +14.3% | +3.5% | +10.8% | +12.9% |
| 6M | -9.3% | -6.1% | -3.2% | -7.3% |
| YTD | +7.1% | +7.6% | -0.5% | +4.0% |
| 1Y | -9.1% | +11.9% | -21.0% | -13.1% |
| 3Y | +105.3% | +48.4% | +56.9% | +75.9% |
| 5Y | +66.8% | +44.8% | +22.0% | +42.9% |
| 10Y | +66.8% | +115.9% | -49.1% | +17.3% |
| All | +542.2% | +561.4% | -19.2% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling