+200.5%
B vs FE
+108.0%
+92.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +11.3% | -1.1% | +12.5% | +11.6% |
| 30D | +2.9% | +4.6% | -1.7% | +1.8% |
| 3M | -2.9% | -0.8% | -2.0% | -2.7% |
| 6M | -1.2% | +7.3% | -8.5% | -3.0% |
| YTD | -1.3% | +8.3% | -9.7% | -3.4% |
| 1Y | +30.4% | +5.7% | +24.7% | +28.5% |
| 3Y | +195.3% | +49.0% | +146.3% | +167.6% |
| 5Y | +146.2% | +49.2% | +97.0% | +123.4% |
| 10Y | +200.5% | +110.7% | +89.8% | +162.7% |
| All | +200.5% | +108.0% | +92.5% | +162.7% |
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