-63.1%
W vs FE
+45.0%
-108.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | -4.2% | +1.9% | -6.1% | -5.0% |
| 30D | -7.6% | -1.2% | -6.4% | -7.1% |
| 3M | +37.2% | +3.5% | +33.7% | +34.9% |
| 6M | +26.3% | -6.1% | +32.4% | +29.8% |
| YTD | -1.0% | +7.6% | -8.6% | -4.8% |
| 1Y | +20.1% | +11.9% | +8.2% | +13.1% |
| 3Y | +37.8% | +48.4% | -10.6% | +5.5% |
| All | -63.1% | +45.0% | -108.1% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling