+543.0%
XYZ vs FE
+140.3%
+402.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +9.2% | +0.6% | +8.6% | +9.0% |
| 30D | +9.8% | +6.4% | +3.4% | +7.0% |
| 3M | -0.2% | -0.5% | +0.3% | -0.1% |
| 6M | +18.0% | +4.7% | +13.2% | +15.3% |
| YTD | +29.1% | +8.4% | +20.7% | +23.5% |
| 1Y | +14.1% | +7.2% | +6.9% | +9.6% |
| 3Y | +72.6% | +44.9% | +27.7% | +40.0% |
| 5Y | -64.6% | +46.3% | -110.9% | -71.4% |
| 10Y | +590.0% | +110.3% | +479.7% | +403.8% |
| All | +543.0% | +140.3% | +402.7% | +356.3% |
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