+631.8%
TEAM vs FE
+129.6%
+502.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.4% | -14.7% | -15.9% |
| 7D | -19.8% | -1.0% | -18.8% | -19.7% |
| 30D | -21.5% | +4.1% | -25.7% | -22.1% |
| 3M | +39.5% | -1.0% | +40.5% | +39.7% |
| 6M | +73.1% | +4.0% | +69.1% | +71.4% |
| YTD | -5.2% | +6.8% | -12.0% | -7.2% |
| 1Y | -1.6% | +5.3% | -6.9% | -3.4% |
| 3Y | -11.4% | +44.6% | -56.0% | -20.1% |
| 5Y | -65.1% | +44.2% | -109.3% | -68.5% |
| 10Y | +471.3% | +107.3% | +364.0% | +396.2% |
| All | +631.8% | +129.6% | +502.2% | +540.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling