+163.6%
W vs FE
+131.3%
+32.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | -4.2% | +1.9% | -6.1% | -4.9% |
| 30D | -7.6% | -1.2% | -6.4% | -7.1% |
| 3M | +37.2% | +3.5% | +33.7% | +35.1% |
| 6M | +26.3% | -6.1% | +32.4% | +29.5% |
| YTD | -1.0% | +7.6% | -8.6% | -4.2% |
| 1Y | +20.1% | +11.9% | +8.2% | +14.1% |
| 3Y | +37.8% | +48.4% | -10.6% | +13.5% |
| 5Y | -63.7% | +44.8% | -108.4% | -69.5% |
| 10Y | +156.3% | +115.9% | +40.4% | +103.5% |
| All | +163.6% | +131.3% | +32.3% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling