+369.0%
ALL vs FE
+120.9%
+248.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | +12.7% | +3.6% | +9.1% | +11.2% |
| 3M | +0.4% | +0.3% | +0.1% | +0.3% |
| 6M | +23.8% | +6.4% | +17.4% | +20.8% |
| YTD | +27.8% | +8.1% | +19.7% | +23.5% |
| 1Y | +28.9% | +4.6% | +24.3% | +26.1% |
| 3Y | +113.9% | +49.1% | +64.8% | +81.5% |
| 5Y | +157.4% | +46.1% | +111.3% | +118.6% |
| 10Y | +369.0% | +122.7% | +246.3% | +276.6% |
| All | +369.0% | +120.9% | +248.1% | +276.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling