+9.1%
TE vs FE
+50.7%
-41.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -2.9% |
| 7D | -19.1% | +1.2% | -20.3% | -18.9% |
| 30D | -34.1% | +4.5% | -38.7% | -33.8% |
| 3M | -60.1% | +1.3% | -61.5% | -60.1% |
| 6M | -66.0% | +8.7% | -74.6% | -65.9% |
| YTD | -71.4% | +9.2% | -80.6% | -71.7% |
| 1Y | -45.3% | +7.0% | -52.2% | -45.7% |
| 3Y | +9.1% | +51.4% | -42.2% | -8.7% |
| All | +9.1% | +50.7% | -41.5% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling