+72.6%
XYZ vs FE
+42.7%
+29.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.6% |
| 7D | +12.1% | -1.0% | +13.2% | +12.0% |
| 30D | +12.4% | +4.1% | +8.2% | +12.9% |
| 3M | +8.2% | -1.0% | +9.2% | +8.0% |
| 6M | +20.7% | +4.0% | +16.7% | +21.4% |
| YTD | +31.3% | +6.8% | +24.5% | +32.3% |
| 1Y | +20.5% | +5.3% | +15.2% | +21.5% |
| 3Y | +72.6% | +44.6% | +28.0% | +63.3% |
| All | +72.6% | +42.7% | +29.9% | +63.3% |
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 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