+29.3%
V vs FE
+6.1%
+23.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.9% | +3.8% |
| 7D | +9.0% | +1.7% | +7.3% | +8.9% |
| 30D | +18.1% | +8.1% | +10.0% | +17.8% |
| 3M | +18.3% | -1.3% | +19.7% | +18.1% |
| 6M | +34.1% | +2.9% | +31.2% | +33.8% |
| YTD | +25.2% | +8.6% | +16.7% | +28.2% |
| 1Y | +29.3% | +6.3% | +23.0% | +32.5% |
| All | +29.3% | +6.1% | +23.2% | +32.5% |
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