+56.4%
V vs FE
+49.5%
+6.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -1.7% | +1.9% | -3.7% | -2.0% |
| 30D | +2.0% | -1.2% | +3.1% | +2.1% |
| 3M | +17.4% | +3.5% | +13.9% | +16.7% |
| 6M | +17.5% | -6.1% | +23.6% | +18.4% |
| YTD | +7.6% | +7.6% | 0.0% | +6.0% |
| 1Y | +7.7% | +11.9% | -4.2% | +5.3% |
| All | +56.4% | +49.5% | +6.9% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling