+150.3%
CI vs FE
+110.9%
+39.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | +7.3% | +4.3% | +3.0% | +5.6% |
| 3M | +9.5% | +0.4% | +9.1% | +9.3% |
| 6M | +6.4% | +6.9% | -0.5% | +3.7% |
| YTD | +12.0% | +8.0% | +4.0% | +8.4% |
| 1Y | +20.1% | +4.8% | +15.3% | +17.5% |
| 3Y | +9.6% | +49.0% | -39.4% | -7.4% |
| 5Y | +52.7% | +46.2% | +6.5% | +28.9% |
| 10Y | +150.3% | +120.9% | +29.4% | +110.5% |
| All | +150.3% | +110.9% | +39.4% | +110.5% |
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