-31.8%
TE vs FE
+42.7%
-74.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.4% |
| 7D | -12.6% | -1.0% | -11.6% | -12.7% |
| 30D | -36.7% | +4.1% | -40.9% | -36.6% |
| 3M | -57.5% | -1.0% | -56.5% | -57.6% |
| 6M | -55.2% | +4.0% | -59.2% | -55.4% |
| YTD | -64.7% | +6.8% | -71.5% | -65.3% |
| 1Y | -35.9% | +5.3% | -41.2% | -36.9% |
| 3Y | -31.8% | +44.6% | -76.4% | -49.9% |
| All | -31.8% | +42.7% | -74.5% | -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 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