+208.8%
C vs FE
+110.9%
+97.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.4% | -0.5% | +0.2% | -0.2% |
| 30D | -5.2% | +4.3% | -9.5% | -6.6% |
| 3M | -9.1% | +0.4% | -9.5% | -9.3% |
| 6M | -1.6% | +6.9% | -8.5% | -4.3% |
| YTD | +6.9% | +8.0% | -1.1% | +3.1% |
| 1Y | +23.0% | +4.8% | +18.1% | +19.8% |
| 3Y | +216.1% | +49.0% | +167.2% | +164.1% |
| 5Y | +112.2% | +46.2% | +66.0% | +76.2% |
| 10Y | +208.8% | +120.9% | +87.9% | +173.5% |
| All | +208.8% | +110.9% | +97.9% | +173.5% |
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