+202.8%
TER vs FE
+45.0%
+157.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.6% |
| 7D | +0.6% | +1.9% | -1.3% | +0.4% |
| 30D | -8.3% | -1.2% | -7.1% | -8.1% |
| 3M | -12.2% | +3.5% | -15.7% | -13.0% |
| 6M | +17.1% | -6.1% | +23.1% | +18.2% |
| YTD | +84.7% | +7.6% | +77.1% | +81.4% |
| 1Y | +199.9% | +11.9% | +188.0% | +191.5% |
| 3Y | +232.8% | +48.4% | +184.3% | +191.3% |
| All | +202.8% | +45.0% | +157.9% | +155.4% |
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