+447.1%
T vs FE
+556.6%
-109.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.3% |
| 7D | +1.0% | -1.0% | +2.1% | +1.4% |
| 30D | -10.6% | +4.1% | -14.8% | -11.9% |
| 3M | -7.7% | -1.0% | -6.7% | -7.5% |
| 6M | -13.3% | +4.0% | -17.3% | -14.6% |
| YTD | -8.8% | +6.8% | -15.6% | -11.2% |
| 1Y | -8.4% | +5.3% | -13.7% | -10.4% |
| 3Y | +59.6% | +44.6% | +15.1% | +38.1% |
| 5Y | +52.1% | +44.2% | +7.9% | +30.5% |
| 10Y | +56.9% | +107.3% | -50.4% | +12.1% |
| All | +447.1% | +556.6% | -109.6% | +145.6% |
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