+593.0%
BE vs FE
+90.2%
+502.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.9% | +3.6% |
| 7D | -14.7% | 0.0% | -14.7% | -14.8% |
| 30D | -40.5% | +5.2% | -45.7% | -41.8% |
| 3M | -24.3% | 0.0% | -24.3% | -24.4% |
| 6M | -39.3% | +5.0% | -44.4% | -41.1% |
| YTD | +99.4% | +7.9% | +91.5% | +90.4% |
| 1Y | +26.6% | +6.3% | +20.2% | +21.6% |
| 3Y | +1,616.9% | +46.0% | +1,570.9% | +1,315.9% |
| 5Y | +441.4% | +45.6% | +395.7% | +348.0% |
| All | +593.0% | +90.2% | +502.8% | +856.0% |
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