+207.0%
C vs FE
+126.1%
+80.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +4.2% | +1.2% | +2.9% | +3.7% |
| 30D | +2.0% | +4.5% | -2.6% | +0.4% |
| 3M | -10.1% | +1.3% | -11.5% | -10.6% |
| 6M | +1.0% | +8.7% | -7.7% | -2.4% |
| YTD | +8.5% | +9.2% | -0.7% | +4.2% |
| 1Y | +25.7% | +7.0% | +18.8% | +21.6% |
| 3Y | +216.0% | +51.4% | +164.6% | +162.4% |
| 5Y | +112.3% | +47.7% | +64.6% | +75.7% |
| All | +207.0% | +126.1% | +80.9% | +170.9% |
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