-54.0%
TE vs FE
+6.0%
-60.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.8% |
| 7D | -26.9% | -0.5% | -26.3% | -27.1% |
| 30D | -38.9% | +4.3% | -43.3% | -37.3% |
| 3M | -61.0% | +0.4% | -61.4% | -61.2% |
| 6M | -66.4% | +6.9% | -73.3% | -65.5% |
| YTD | -69.0% | +8.0% | -77.0% | -70.8% |
| 1Y | -54.0% | +4.8% | -58.8% | -56.3% |
| All | -54.0% | +6.0% | -60.0% | -56.3% |
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