+148.6%
TE vs FE
+11.4%
+137.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.1% |
| 7D | -4.0% | +1.9% | -5.9% | -3.3% |
| 30D | -15.9% | -1.2% | -14.7% | -16.4% |
| 3M | -60.5% | +3.5% | -64.0% | -60.5% |
| 6M | -35.2% | -6.1% | -29.1% | -34.5% |
| YTD | -31.1% | +7.6% | -38.7% | -38.2% |
| 1Y | +148.6% | +11.9% | +136.7% | +148.5% |
| All | +148.6% | +11.4% | +137.2% | +148.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling