+43.2%
TER vs FE
+6.1%
+37.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.8% |
| 7D | -19.9% | +1.7% | -21.6% | -18.9% |
| 30D | -43.5% | +8.1% | -51.6% | -40.8% |
| 3M | -37.8% | -1.3% | -36.5% | -37.6% |
| 6M | -25.6% | +2.9% | -28.5% | -23.6% |
| YTD | +29.8% | +8.6% | +21.3% | +37.1% |
| 1Y | +43.2% | +6.3% | +36.8% | +50.7% |
| All | +43.2% | +6.1% | +37.1% | +50.7% |
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 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