+160.8%
W vs FE
+47.1%
+113.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | +7.0% | +5.2% | +1.8% | +5.9% |
| 3M | +7.4% | 0.0% | +7.4% | +7.3% |
| 6M | +69.3% | +5.0% | +64.3% | +67.8% |
| YTD | +11.3% | +7.9% | +3.4% | +9.8% |
| 1Y | +13.2% | +6.3% | +6.9% | +12.0% |
| All | +160.8% | +47.1% | +113.7% | +108.8% |
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 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