-53.3%
W vs FE
+48.8%
-102.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | +1.1% | -0.5% | +1.6% | +1.3% |
| 30D | +6.4% | +4.3% | +2.1% | +4.3% |
| 3M | +9.0% | +0.4% | +8.6% | +8.7% |
| 6M | +69.8% | +6.9% | +62.9% | +64.4% |
| YTD | +12.1% | +8.0% | +4.1% | +7.5% |
| 1Y | 0.0% | +4.8% | -4.8% | -2.7% |
| 3Y | +160.3% | +49.0% | +111.4% | +98.0% |
| 5Y | -53.3% | +46.2% | -99.5% | -62.0% |
| All | -53.3% | +48.8% | -102.1% | -62.0% |
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 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