+368.4%
ALL vs FE
+110.9%
+257.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | -0.1% | -0.5% | +0.4% | +0.1% |
| 30D | +13.8% | +4.3% | +9.5% | +12.0% |
| 3M | -2.8% | +0.4% | -3.2% | -2.9% |
| 6M | +23.7% | +6.9% | +16.7% | +20.5% |
| YTD | +27.3% | +8.0% | +19.3% | +23.1% |
| 1Y | +30.5% | +4.8% | +25.7% | +27.7% |
| 3Y | +113.0% | +49.0% | +64.1% | +80.8% |
| 5Y | +157.6% | +46.2% | +111.4% | +118.7% |
| 10Y | +368.4% | +120.9% | +247.5% | +276.2% |
| All | +368.4% | +110.9% | +257.5% | +276.2% |
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