-68.9%
XYZ vs FE
+45.0%
-113.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.5% |
| 7D | -1.0% | +1.9% | -2.9% | -1.6% |
| 30D | -1.7% | -1.2% | -0.5% | -1.4% |
| 3M | +16.7% | +3.5% | +13.3% | +15.2% |
| 6M | +26.9% | -6.1% | +32.9% | +29.1% |
| YTD | +27.1% | +7.6% | +19.5% | +22.6% |
| 1Y | +9.3% | +11.9% | -2.7% | +3.4% |
| 3Y | +42.3% | +48.4% | -6.2% | +9.8% |
| All | -68.9% | +45.0% | -113.8% | -76.4% |
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