-52.1%
TER vs FE
+8.6%
-60.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.2% | -15.1% | -15.7% |
| 7D | -28.2% | +0.6% | -28.8% | -26.9% |
| 30D | -50.6% | +6.4% | -57.0% | -40.3% |
| All | -52.1% | +8.6% | -60.7% | -39.8% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling