+145.6%
W vs FE
+44.7%
+100.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.2% | -8.1% | -8.2% |
| 7D | -5.6% | +0.6% | -6.2% | -5.7% |
| 30D | +7.5% | +6.4% | +1.1% | +6.2% |
| 3M | +5.4% | -0.5% | +5.9% | +5.4% |
| 6M | +79.4% | +4.7% | +74.7% | +77.8% |
| YTD | +12.9% | +8.4% | +4.5% | +11.2% |
| 1Y | +12.4% | +7.2% | +5.2% | +11.0% |
| All | +145.6% | +44.7% | +100.8% | +95.4% |
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