-65.8%
TEAM vs FE
+46.1%
-111.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -19.7% | -0.4% | -19.3% | -19.6% |
| 30D | -26.6% | +3.6% | -30.2% | -27.1% |
| 3M | -1.1% | +0.3% | -1.4% | -1.2% |
| 6M | +74.6% | +6.4% | +68.2% | +71.9% |
| YTD | -6.0% | +8.1% | -14.1% | -9.1% |
| 1Y | -3.2% | +4.6% | -7.8% | -5.5% |
| 3Y | -13.5% | +49.1% | -62.6% | -29.5% |
| All | -65.8% | +46.1% | -111.9% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling