+18.4%
U vs FE
+6.1%
+12.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +7.5% | +1.7% | +5.8% | +8.8% |
| 30D | -7.0% | +8.1% | -15.2% | -1.7% |
| 3M | +20.6% | -1.3% | +21.9% | +19.2% |
| 6M | +53.2% | +2.9% | +50.3% | +58.3% |
| YTD | -3.9% | +8.6% | -12.4% | +10.1% |
| 1Y | +18.4% | +6.3% | +12.0% | +34.3% |
| All | +18.4% | +6.1% | +12.3% | +34.3% |
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