-63.9%
XYZ vs FE
+43.6%
-107.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | +12.1% | 0.0% | +12.2% | +12.2% |
| 30D | +12.4% | +5.2% | +7.2% | +10.5% |
| 3M | +8.2% | 0.0% | +8.2% | +8.1% |
| 6M | +20.7% | +5.0% | +15.6% | +18.3% |
| YTD | +31.3% | +7.9% | +23.4% | +26.4% |
| 1Y | +20.5% | +6.3% | +14.2% | +16.6% |
| 3Y | +72.6% | +46.0% | +26.6% | +33.4% |
| All | -63.9% | +43.6% | -107.5% | -73.6% |
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