-25.8%
TE vs FE
+6.1%
-31.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +3.8% | +1.7% | +2.1% | +4.8% |
| 30D | -26.2% | +8.1% | -34.3% | -22.7% |
| 3M | -49.7% | -1.3% | -48.4% | -50.8% |
| 6M | -46.5% | +2.9% | -49.4% | -45.8% |
| YTD | -59.1% | +8.6% | -67.7% | -60.7% |
| 1Y | -25.8% | +6.3% | -32.2% | -28.2% |
| All | -25.8% | +6.1% | -31.9% | -28.2% |
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 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