+3.7%
U vs FE
+11.4%
-7.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.4% |
| 7D | -3.8% | +1.9% | -5.7% | -2.5% |
| 30D | +17.5% | -1.2% | +18.6% | +16.4% |
| 3M | +38.7% | +3.5% | +35.2% | +44.0% |
| 6M | +104.4% | -6.1% | +110.5% | +93.7% |
| YTD | -5.7% | +7.6% | -13.3% | +4.8% |
| 1Y | +3.7% | +11.9% | -8.2% | +24.7% |
| All | +3.7% | +11.4% | -7.7% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling