+25.3%
U vs FE
+4.7%
+20.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.0% |
| 7D | +2.8% | -0.3% | +3.1% | +2.6% |
| 30D | +7.6% | +3.9% | +3.7% | +10.5% |
| 3M | +12.7% | -0.1% | +12.8% | +12.5% |
| 6M | +87.0% | +6.1% | +80.9% | +97.8% |
| YTD | +13.6% | +8.1% | +5.6% | +24.9% |
| 1Y | +25.3% | +4.4% | +20.9% | +38.8% |
| All | +25.3% | +4.7% | +20.6% | +38.8% |
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