+641.7%
BE vs FE
+90.4%
+551.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +6.9% | +7.0% |
| 7D | -13.4% | -0.5% | -12.8% | -13.2% |
| 30D | -33.9% | +4.3% | -38.2% | -35.0% |
| 3M | -12.0% | +0.4% | -12.4% | -12.2% |
| 6M | -29.0% | +6.9% | -35.9% | -31.5% |
| YTD | +113.4% | +8.0% | +105.4% | +103.7% |
| 1Y | +33.2% | +4.8% | +28.4% | +28.7% |
| 3Y | +1,659.2% | +49.0% | +1,610.3% | +1,339.2% |
| 5Y | +461.4% | +46.2% | +415.2% | +364.3% |
| All | +641.7% | +90.4% | +551.3% | +922.9% |
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