-28.6%
U vs FE
+103.6%
-132.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -0.2% | +15.1% | +15.0% |
| 7D | +24.3% | +0.6% | +23.7% | +24.1% |
| 30D | +8.6% | +6.4% | +2.1% | +7.1% |
| 3M | +37.6% | -0.5% | +38.0% | +37.6% |
| 6M | +78.5% | +4.7% | +73.7% | +76.1% |
| YTD | +10.5% | +8.4% | +2.1% | +7.2% |
| 1Y | +15.2% | +7.2% | +8.0% | +12.1% |
| 3Y | +76.6% | +44.9% | +31.7% | +51.6% |
| 5Y | -67.9% | +46.3% | -114.2% | -72.5% |
| All | -28.6% | +103.6% | -132.2% | -39.2% |
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