+223.5%
C vs FE
+107.4%
+116.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -6.0% | +5.2% | -11.2% | -7.6% |
| 3M | -10.5% | 0.0% | -10.5% | -10.6% |
| 6M | -5.7% | +5.0% | -10.8% | -7.7% |
| YTD | +4.1% | +7.9% | -3.8% | +0.5% |
| 1Y | +20.5% | +6.3% | +14.2% | +16.8% |
| 3Y | +208.1% | +46.0% | +162.1% | +160.3% |
| 5Y | +110.4% | +45.6% | +64.8% | +75.7% |
| All | +223.5% | +107.4% | +116.2% | +182.8% |
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