-48.8%
TE vs FE
+4.7%
-53.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.1% | -7.4% | -7.5% |
| 7D | -13.6% | -0.3% | -13.3% | -13.7% |
| 30D | -37.7% | +3.9% | -41.5% | -36.2% |
| 3M | -59.8% | -0.1% | -59.7% | -60.2% |
| 6M | -66.3% | +6.1% | -72.4% | -65.6% |
| YTD | -70.5% | +8.1% | -78.6% | -72.3% |
| 1Y | -48.8% | +4.4% | -53.2% | -49.9% |
| All | -48.8% | +4.7% | -53.5% | -49.9% |
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