+71.7%
TER vs FE
+47.0%
+24.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.5% |
| 7D | +14.4% | +1.2% | +13.1% | +14.2% |
| 30D | -30.6% | +4.5% | -35.1% | -30.9% |
| 3M | -39.2% | +1.3% | -40.5% | -39.2% |
| 6M | -31.3% | +8.7% | -39.9% | -32.4% |
| YTD | +29.1% | +9.2% | +19.9% | +26.7% |
| 1Y | +47.4% | +7.0% | +40.5% | +45.3% |
| 3Y | +191.2% | +51.4% | +139.8% | +154.4% |
| All | +71.7% | +47.0% | +24.6% | +49.9% |
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