+151.8%
TER vs FE
+42.7%
+109.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.2% |
| 7D | -20.5% | -1.0% | -19.4% | -20.6% |
| 30D | -47.0% | +4.1% | -51.2% | -46.5% |
| 3M | -43.3% | -1.0% | -42.3% | -43.2% |
| 6M | -42.9% | +4.0% | -46.9% | -42.5% |
| YTD | +12.9% | +6.8% | +6.0% | +14.0% |
| 1Y | +18.2% | +5.3% | +12.9% | +19.3% |
| 3Y | +151.8% | +44.6% | +107.2% | +139.7% |
| All | +151.8% | +42.7% | +109.1% | +139.7% |
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 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