+42.1%
U vs FE
+5.8%
+36.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.2% | +6.0% |
| 7D | +2.6% | +1.2% | +1.3% | +3.4% |
| 30D | +27.6% | +4.5% | +23.0% | +31.7% |
| 3M | +15.3% | +1.3% | +14.0% | +16.3% |
| 6M | +96.4% | +8.7% | +87.7% | +113.0% |
| YTD | +19.6% | +9.2% | +10.3% | +36.5% |
| 1Y | +42.1% | +7.0% | +35.1% | +60.7% |
| All | +42.1% | +5.8% | +36.3% | +60.7% |
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