-24.7%
U vs FE
+100.7%
-125.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.8% |
| 7D | +36.6% | -1.0% | +37.6% | +36.8% |
| 30D | +13.3% | +4.1% | +9.2% | +12.3% |
| 3M | +26.2% | -1.0% | +27.2% | +26.3% |
| 6M | +88.7% | +4.0% | +84.7% | +86.4% |
| YTD | +16.6% | +6.8% | +9.7% | +13.5% |
| 1Y | +29.0% | +5.3% | +23.7% | +25.9% |
| 3Y | +99.5% | +44.6% | +54.9% | +70.9% |
| 5Y | -66.1% | +44.2% | -110.3% | -70.9% |
| All | -24.7% | +100.7% | -125.3% | -35.7% |
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 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