-63.7%
XYZ vs FE
+47.0%
-110.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.5% |
| 7D | -1.1% | +1.2% | -2.3% | -1.4% |
| 30D | +11.5% | +4.5% | +7.0% | +9.9% |
| 3M | +1.8% | +1.3% | +0.5% | +1.3% |
| 6M | +21.2% | +8.7% | +12.6% | +17.5% |
| YTD | +29.9% | +9.2% | +20.7% | +24.5% |
| 1Y | +35.8% | +7.0% | +28.8% | +31.2% |
| 3Y | +62.6% | +51.4% | +11.2% | +22.8% |
| All | -63.7% | +47.0% | -110.7% | -73.4% |
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