+1,136.1%
TER vs FE
+566.1%
+570.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.2% | -15.1% | -15.2% |
| 7D | -28.2% | +0.6% | -28.8% | -28.4% |
| 30D | -50.6% | +6.4% | -57.0% | -51.8% |
| 3M | -45.3% | -0.5% | -44.9% | -45.4% |
| 6M | -40.4% | +4.7% | -45.1% | -41.9% |
| YTD | +10.0% | +8.4% | +1.7% | +5.6% |
| 1Y | +13.6% | +7.2% | +6.4% | +9.4% |
| 3Y | +145.2% | +44.9% | +100.3% | +106.9% |
| 5Y | +50.4% | +46.3% | +4.1% | +25.0% |
| 10Y | +882.9% | +110.3% | +772.7% | +577.7% |
| All | +1,136.1% | +566.1% | +570.0% | +621.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling